+28.5%
CLS vs MTZ
+31.7%
-3.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | +0.1% |
| 7D | +5.0% | 0.0% | +5.0% | +5.0% |
| 30D | +4.8% | -14.8% | +19.6% | +18.0% |
| 3M | -10.4% | -30.8% | +20.4% | +11.9% |
| 6M | +20.8% | -22.6% | +43.4% | +33.4% |
| YTD | +10.0% | +6.8% | +3.2% | -12.6% |
| 1Y | +28.5% | +22.1% | +6.4% | -13.4% |
| All | +28.5% | +31.7% | -3.2% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling