+272.2%
CME vs MTZ
+743.7%
-471.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +0.2% |
| 7D | -2.4% | 0.0% | -2.3% | -2.4% |
| 30D | +6.2% | -14.8% | +21.0% | +8.0% |
| 3M | +4.4% | -30.8% | +35.2% | +7.6% |
| 6M | -9.6% | -22.6% | +13.0% | -8.7% |
| YTD | +3.8% | +6.8% | -3.0% | +0.2% |
| 1Y | +9.5% | +22.1% | -12.6% | +3.4% |
| 3Y | +51.9% | +153.1% | -101.2% | +23.1% |
| 5Y | +78.7% | +161.4% | -82.7% | +38.7% |
| All | +272.2% | +743.7% | -471.5% | +93.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling