+1,269.2%
CLS vs MTZ
+166.7%
+1,102.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.8% | +1.9% | +2.9% |
| 7D | +12.8% | +3.6% | +9.2% | +9.9% |
| 30D | +3.8% | -9.6% | +13.5% | +11.7% |
| 3M | -14.6% | -31.9% | +17.3% | +9.4% |
| 6M | +32.2% | -13.8% | +46.0% | +42.7% |
| YTD | +11.6% | +13.3% | -1.6% | -2.2% |
| 1Y | +35.1% | +39.3% | -4.2% | +2.3% |
| All | +1,269.2% | +166.7% | +1,102.5% | +755.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling