+58.0%
CL vs MTZ
+748.3%
-690.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.8% | -4.2% | -0.5% |
| 7D | -1.4% | +3.6% | -4.9% | -1.5% |
| 30D | -5.2% | -9.6% | +4.4% | -5.0% |
| 3M | +3.3% | -31.9% | +35.2% | +4.1% |
| 6M | -4.4% | -13.8% | +9.4% | -4.5% |
| YTD | +13.9% | +13.3% | +0.7% | +12.5% |
| 1Y | +7.6% | +39.3% | -31.6% | +5.1% |
| 3Y | +29.6% | +168.3% | -138.8% | +20.2% |
| 5Y | +28.1% | +166.4% | -138.3% | +17.3% |
| All | +58.0% | +748.3% | -690.3% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling