+242.0%
COF vs MTZ
+773.6%
-531.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -3.0% | -0.8% |
| 7D | -5.1% | +1.4% | -6.5% | -5.7% |
| 30D | -6.0% | -14.5% | +8.5% | -0.8% |
| 3M | +14.8% | -32.9% | +47.8% | +29.0% |
| 6M | +15.3% | -20.8% | +36.2% | +19.5% |
| YTD | -13.0% | +10.6% | -23.6% | -22.2% |
| 1Y | -5.7% | +27.1% | -32.8% | -21.2% |
| 3Y | +118.1% | +166.1% | -48.0% | +24.2% |
| 5Y | +46.2% | +170.7% | -124.4% | -21.9% |
| All | +242.0% | +773.6% | -531.6% | -0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling