+7,654.3%
CME vs MTZ
+4,550.8%
+3,103.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.2% |
| 7D | +2.7% | +16.5% | -13.8% | +0.2% |
| 30D | +13.5% | -10.2% | +23.7% | +14.6% |
| 3M | +20.9% | -34.2% | +55.1% | +27.5% |
| 6M | +11.5% | -56.0% | +67.5% | +23.3% |
| YTD | +19.5% | -14.8% | +34.3% | +18.3% |
| 1Y | +17.2% | -7.2% | +24.5% | +14.4% |
| 3Y | +65.1% | +275.8% | -210.6% | +22.7% |
| 5Y | +73.1% | +93.5% | -20.4% | +39.4% |
| 10Y | +305.3% | +432.7% | -127.4% | +155.9% |
| All | +7,654.3% | +4,550.8% | +3,103.5% | +3,798.2% |
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 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