+3,154.0%
CLS vs MTZ
+773.6%
+2,380.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.5% | +3.0% | +4.8% |
| 7D | +10.9% | +1.4% | +9.6% | +10.3% |
| 30D | +2.1% | -14.5% | +16.6% | +10.3% |
| 3M | -10.2% | -32.9% | +22.8% | +8.1% |
| 6M | +30.4% | -20.8% | +51.2% | +45.7% |
| YTD | +17.2% | +10.6% | +6.6% | +11.6% |
| 1Y | +41.0% | +27.1% | +13.9% | +26.6% |
| 3Y | +1,338.0% | +166.1% | +1,171.8% | +868.3% |
| 5Y | +3,860.6% | +170.7% | +3,689.9% | +2,432.6% |
| All | +3,154.0% | +773.6% | +2,380.4% | +1,396.0% |
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