+891.5%
CLS vs MTZ
+275.7%
+615.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.2% | +6.7% | +6.3% |
| 7D | +23.5% | +16.5% | +7.1% | +8.9% |
| 30D | -28.9% | -10.2% | -18.7% | -23.3% |
| 3M | -25.2% | -34.2% | +9.0% | +2.5% |
| 6M | -32.1% | -56.0% | +23.9% | +24.8% |
| YTD | -14.1% | -14.8% | +0.8% | -10.7% |
| 1Y | -24.1% | -7.2% | -16.8% | -25.5% |
| All | +891.5% | +275.7% | +615.8% | +407.1% |
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