+39.9%
CL vs MTZ
+80.0%
-40.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +9.5% | -11.7% | -1.8% |
| 7D | +1.3% | -6.4% | +7.8% | +1.2% |
| 30D | +11.4% | -22.1% | +33.4% | +10.6% |
| 3M | +4.4% | -32.7% | +37.1% | +3.4% |
| 6M | +10.8% | -59.8% | +70.6% | +8.7% |
| YTD | +25.1% | -19.9% | +45.0% | +24.0% |
| 1Y | +28.0% | -11.5% | +39.4% | +26.9% |
| 3Y | +37.6% | +258.1% | -220.5% | +29.4% |
| All | +39.9% | +80.0% | -40.1% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling