+2,089.9%
CLS vs MTZ
+92.0%
+1,997.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.2% | +6.7% | +5.9% |
| 7D | +23.5% | +16.5% | +7.1% | +11.9% |
| 30D | -28.9% | -10.2% | -18.7% | -24.3% |
| 3M | -25.2% | -34.2% | +9.0% | -4.0% |
| 6M | -32.1% | -56.0% | +23.9% | +9.3% |
| YTD | -14.1% | -14.8% | +0.8% | -7.1% |
| 1Y | -24.1% | -7.2% | -16.8% | -21.0% |
| 3Y | +897.0% | +275.8% | +621.2% | +505.6% |
| 5Y | +2,089.9% | +93.5% | +1,996.4% | +1,415.8% |
| All | +2,089.9% | +92.0% | +1,997.9% | +1,415.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling