+19,269.7%
CMI vs MTZ
+3,109.1%
+16,160.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.8% |
| 7D | +0.7% | +2.3% | -1.6% | +0.3% |
| 30D | -12.3% | -10.3% | -2.0% | -10.7% |
| 3M | -16.8% | -31.8% | +15.0% | -11.9% |
| 6M | +1.5% | -19.2% | +20.7% | +4.5% |
| YTD | +9.8% | +10.7% | -0.9% | +7.0% |
| 1Y | +42.6% | +37.5% | +5.0% | +34.0% |
| 3Y | +151.0% | +162.4% | -11.4% | +107.8% |
| 5Y | +167.0% | +166.3% | +0.7% | +117.6% |
| 10Y | +512.2% | +753.2% | -241.0% | +301.9% |
| All | +19,269.7% | +3,109.1% | +16,160.7% | +9,039.8% |
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