+76.1%
CME vs MTZ
+162.0%
-85.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.8% |
| 7D | -0.6% | +2.3% | -2.9% | -0.6% |
| 30D | +4.7% | -10.3% | +15.0% | +4.7% |
| 3M | +7.8% | -31.8% | +39.7% | +7.8% |
| 6M | -11.0% | -19.2% | +8.2% | -11.4% |
| YTD | +4.0% | +10.7% | -6.7% | +2.8% |
| 1Y | +9.1% | +37.5% | -28.4% | +7.1% |
| 3Y | +52.3% | +162.4% | -110.1% | +44.5% |
| 5Y | +76.1% | +166.3% | -90.2% | +63.2% |
| All | +76.1% | +162.0% | -85.9% | +63.2% |
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