+6,781.2%
CME vs MTZ
+5,859.5%
+921.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.6% |
| 7D | -1.6% | -1.6% | 0.0% | -1.3% |
| 30D | +6.2% | -11.1% | +17.3% | +7.9% |
| 3M | +10.4% | -36.7% | +47.1% | +16.6% |
| 6M | -9.5% | -21.9% | +12.4% | -8.0% |
| YTD | +6.0% | +9.1% | -3.1% | +2.0% |
| 1Y | +9.3% | +30.0% | -20.7% | +1.7% |
| 3Y | +57.7% | +138.5% | -80.8% | +27.6% |
| 5Y | +77.7% | +158.3% | -80.7% | +37.8% |
| 10Y | +281.2% | +700.8% | -419.5% | +127.4% |
| All | +6,781.2% | +5,859.5% | +921.6% | +3,261.3% |
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