+3,231.7%
CLS vs MTZ
+1,508.1%
+1,723.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.2% |
| 7D | +4.6% | -1.6% | +6.2% | +5.0% |
| 30D | -13.9% | -11.1% | -2.8% | -10.7% |
| 3M | -26.6% | -36.7% | +10.1% | -16.0% |
| 6M | +15.4% | -21.9% | +37.4% | +24.8% |
| YTD | +5.7% | +9.1% | -3.5% | +3.4% |
| 1Y | +41.1% | +30.0% | +11.2% | +31.8% |
| 3Y | +1,228.6% | +138.5% | +1,090.1% | +963.8% |
| 5Y | +3,240.6% | +158.3% | +3,082.3% | +2,459.4% |
| 10Y | +2,760.3% | +700.8% | +2,059.6% | +1,445.9% |
| All | +3,231.7% | +1,508.1% | +1,723.7% | +884.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling