+337.5%
COP vs MTZ
+743.7%
-406.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +1.4% |
| 7D | +1.0% | 0.0% | +1.0% | +0.9% |
| 30D | +9.6% | -14.8% | +24.4% | +14.6% |
| 3M | +15.0% | -30.8% | +45.8% | +24.6% |
| 6M | +21.8% | -22.6% | +44.4% | +24.9% |
| YTD | +49.6% | +6.8% | +42.8% | +36.0% |
| 1Y | +49.9% | +22.1% | +27.7% | +28.7% |
| 3Y | +22.6% | +153.1% | -130.5% | -25.6% |
| 5Y | +193.6% | +161.4% | +32.2% | +64.2% |
| All | +337.5% | +743.7% | -406.2% | +42.1% |
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