+19.6%
CME vs MTZ
-14.7%
+34.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -15.4% | +16.8% | +0.3% |
| 7D | +4.8% | -7.4% | +12.2% | +4.4% |
| 30D | +14.2% | -23.6% | +37.8% | +12.3% |
| 3M | +17.9% | -38.3% | +56.2% | +14.4% |
| 6M | +7.2% | -60.6% | +67.8% | +1.4% |
| YTD | +16.7% | -22.9% | +39.6% | +11.1% |
| 1Y | +19.6% | -14.3% | +33.8% | +14.8% |
| All | +19.6% | -14.7% | +34.2% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling