+696.9%
CLF vs MTZ
+3,062.5%
-2,365.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.4% |
| 7D | +7.6% | -1.6% | +9.2% | +7.9% |
| 30D | -1.2% | -11.1% | +9.9% | +1.1% |
| 3M | -13.4% | -36.7% | +23.3% | -6.0% |
| 6M | +15.4% | -21.9% | +37.4% | +19.6% |
| YTD | -5.9% | +9.1% | -15.0% | -9.4% |
| 1Y | +18.8% | +30.0% | -11.1% | +10.5% |
| 3Y | -19.4% | +138.5% | -157.9% | -35.4% |
| 5Y | -47.7% | +158.3% | -206.1% | -59.2% |
| 10Y | +130.4% | +700.8% | -570.4% | +46.4% |
| All | +696.9% | +3,062.5% | -2,365.7% | +285.7% |
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