-46.0%
CLF vs MTZ
+90.6%
-136.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +8.6% | -1.6% | +3.9% |
| 7D | -14.1% | -2.4% | -11.6% | -13.4% |
| 30D | -5.5% | -11.1% | +5.6% | -1.8% |
| 3M | 0.0% | -30.6% | +30.6% | +12.7% |
| 6M | +11.3% | -54.4% | +65.6% | +42.4% |
| YTD | -7.7% | -13.0% | +5.3% | -9.8% |
| 1Y | +17.5% | -5.7% | +23.2% | +11.3% |
| 3Y | -25.4% | +297.2% | -322.6% | -60.3% |
| 5Y | -46.0% | +95.9% | -141.9% | -64.1% |
| All | -46.0% | +90.6% | -136.6% | -64.1% |
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