+5,625.4%
COF vs MTZ
+7,242.8%
-1,617.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.9% |
| 7D | -2.7% | +2.3% | -4.9% | -3.2% |
| 30D | -3.4% | -10.3% | +6.9% | -1.1% |
| 3M | +15.4% | -31.8% | +47.2% | +23.7% |
| 6M | +14.4% | -19.2% | +33.6% | +17.1% |
| YTD | -12.0% | +10.7% | -22.7% | -16.7% |
| 1Y | -3.7% | +37.5% | -41.3% | -13.9% |
| 3Y | +121.1% | +162.4% | -41.3% | +64.7% |
| 5Y | +47.8% | +166.3% | -118.5% | +7.9% |
| 10Y | +250.3% | +753.2% | -502.9% | +93.6% |
| All | +5,625.4% | +7,242.8% | -1,617.3% | +1,752.2% |
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