+3,682.3%
CLS vs MTZ
+162.0%
+3,520.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +2.5% |
| 7D | +20.1% | +2.3% | +17.8% | +18.3% |
| 30D | +6.0% | -10.3% | +16.3% | +13.3% |
| 3M | -10.3% | -31.8% | +21.5% | +11.0% |
| 6M | +24.5% | -19.2% | +43.7% | +39.7% |
| YTD | +12.9% | +10.7% | +2.1% | +4.6% |
| 1Y | +36.7% | +37.5% | -0.9% | +12.4% |
| 3Y | +1,328.1% | +162.4% | +1,165.7% | +812.9% |
| 5Y | +3,682.3% | +166.3% | +3,516.0% | +2,096.0% |
| All | +3,682.3% | +162.0% | +3,520.3% | +2,096.0% |
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 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