+44.6%
COP vs MTZ
+30.9%
+13.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -0.9% |
| 7D | +3.0% | -1.6% | +4.6% | +2.9% |
| 30D | +17.5% | -11.1% | +28.6% | +16.7% |
| 3M | +13.4% | -36.7% | +50.1% | +10.7% |
| 6M | +17.7% | -21.9% | +39.7% | +14.6% |
| YTD | +46.6% | +9.1% | +37.5% | +38.4% |
| 1Y | +44.6% | +30.0% | +14.6% | +30.2% |
| All | +44.6% | +30.9% | +13.7% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling