+127.6%
CLF vs MTZ
+729.4%
-601.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -0.6% |
| 7D | -2.7% | +2.3% | -4.9% | -3.8% |
| 30D | -3.2% | -10.3% | +7.1% | +1.4% |
| 3M | -5.0% | -31.8% | +26.9% | +9.4% |
| 6M | +26.6% | -19.2% | +45.8% | +32.6% |
| YTD | -9.0% | +10.7% | -19.7% | -19.7% |
| 1Y | +11.8% | +37.5% | -25.7% | -11.3% |
| 3Y | -15.1% | +162.4% | -177.4% | -55.4% |
| 5Y | -48.2% | +166.3% | -214.5% | -74.5% |
| 10Y | +127.6% | +753.2% | -625.6% | -55.6% |
| All | +127.6% | +729.4% | -601.8% | -55.6% |
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 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