+1,914.6%
CLS vs MTZ
+420.7%
+1,493.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.1% | -4.7% |
| 7D | +16.3% | +5.0% | +11.3% | +13.5% |
| 30D | -25.7% | -6.0% | -19.7% | -23.5% |
| 3M | -30.9% | -36.1% | +5.3% | -13.6% |
| 6M | -35.5% | -56.9% | +21.4% | -3.2% |
| YTD | -18.7% | -15.9% | -2.8% | -11.6% |
| 1Y | -17.9% | -3.8% | -14.1% | -15.6% |
| 3Y | +838.1% | +272.3% | +565.8% | +477.1% |
| 5Y | +1,971.9% | +91.1% | +1,880.8% | +1,446.5% |
| All | +1,914.6% | +420.7% | +1,493.8% | +914.6% |
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