+681.6%
CLF vs MTZ
+2,420.7%
-1,739.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +8.6% | -1.6% | +5.2% |
| 7D | -14.1% | -2.4% | -11.6% | -13.6% |
| 30D | -5.5% | -11.1% | +5.6% | -3.2% |
| 3M | 0.0% | -30.6% | +30.6% | +7.4% |
| 6M | +11.3% | -54.4% | +65.6% | +28.7% |
| YTD | -7.7% | -13.0% | +5.3% | -7.2% |
| 1Y | +17.5% | -5.7% | +23.2% | +16.4% |
| 3Y | -25.4% | +297.2% | -322.6% | -45.7% |
| 5Y | -46.0% | +95.9% | -141.9% | -55.4% |
| 10Y | +80.1% | +492.6% | -412.6% | +20.7% |
| All | +681.6% | +2,420.7% | -1,739.1% | +295.3% |
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 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