+19,339.2%
CMI vs MTZ
+3,105.5%
+16,233.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.3% | +0.6% |
| 7D | -0.7% | +1.4% | -2.1% | -1.0% |
| 30D | -12.4% | -14.5% | +2.1% | -10.1% |
| 3M | -14.8% | -32.9% | +18.2% | -9.5% |
| 6M | +0.8% | -20.8% | +21.6% | +4.1% |
| YTD | +10.2% | +10.6% | -0.4% | +7.4% |
| 1Y | +37.4% | +27.1% | +10.4% | +30.9% |
| 3Y | +153.3% | +166.1% | -12.9% | +109.2% |
| 5Y | +167.6% | +170.7% | -3.1% | +117.5% |
| 10Y | +514.4% | +752.2% | -237.9% | +303.4% |
| All | +19,339.2% | +3,105.5% | +16,233.8% | +9,073.2% |
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