+50.9%
CME vs MTZ
+160.8%
-109.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +1.0% | -1.4% |
| 7D | -1.1% | +2.3% | -3.4% | -1.0% |
| 30D | +4.2% | -10.3% | +14.5% | +3.8% |
| 3M | +7.3% | -31.8% | +39.2% | +5.8% |
| 6M | -11.4% | -19.2% | +7.8% | -12.2% |
| YTD | +3.5% | +10.7% | -7.2% | +3.4% |
| 1Y | +8.6% | +37.5% | -28.9% | +9.0% |
| All | +50.9% | +160.8% | -109.9% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling