+118.1%
COF vs MTZ
+160.5%
-42.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -3.0% | -0.2% |
| 7D | -5.1% | +1.4% | -6.5% | -5.5% |
| 30D | -6.0% | -14.5% | +8.5% | -3.1% |
| 3M | +14.8% | -32.9% | +47.8% | +22.9% |
| 6M | +15.3% | -20.8% | +36.2% | +17.1% |
| YTD | -13.0% | +10.6% | -23.6% | -20.0% |
| 1Y | -5.7% | +27.1% | -32.8% | -17.1% |
| 3Y | +118.1% | +166.1% | -48.0% | +63.8% |
| All | +118.1% | +160.5% | -42.3% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling