+84.9%
CL vs MTZ
+453.9%
-369.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +0.2% |
| 7D | +2.6% | -8.7% | +11.3% | +2.7% |
| 30D | +11.8% | -15.0% | +26.7% | +12.1% |
| 3M | +5.9% | -32.6% | +38.5% | +6.9% |
| 6M | +13.3% | -56.3% | +69.7% | +15.7% |
| YTD | +27.1% | -16.8% | +43.9% | +26.3% |
| 1Y | +28.0% | -10.0% | +38.0% | +26.6% |
| 3Y | +39.4% | +267.1% | -227.7% | +24.0% |
| 5Y | +40.8% | +89.9% | -49.1% | +29.6% |
| 10Y | +84.9% | +442.2% | -357.4% | +55.3% |
| All | +84.9% | +453.9% | -369.0% | +55.3% |
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