+4,850.5%
CL vs MTZ
+3,062.5%
+1,787.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.5% |
| 7D | -2.2% | -1.6% | -0.6% | -2.1% |
| 30D | -4.8% | -11.1% | +6.2% | -4.5% |
| 3M | +4.9% | -36.7% | +41.6% | +6.4% |
| 6M | -5.7% | -21.9% | +16.2% | -5.3% |
| YTD | +14.4% | +9.1% | +5.3% | +13.3% |
| 1Y | +8.7% | +30.0% | -21.2% | +6.8% |
| 3Y | +30.0% | +138.5% | -108.5% | +23.2% |
| 5Y | +28.4% | +158.3% | -130.0% | +20.4% |
| 10Y | +50.1% | +700.8% | -650.7% | +31.8% |
| All | +4,850.5% | +3,062.5% | +1,787.9% | +3,629.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling