+193.3%
COP vs MTZ
+162.0%
+31.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.4% |
| 7D | -0.5% | +2.3% | -2.8% | -0.8% |
| 30D | +11.7% | -10.3% | +22.0% | +13.2% |
| 3M | +17.7% | -31.8% | +49.5% | +22.3% |
| 6M | +18.3% | -19.2% | +37.5% | +18.3% |
| YTD | +49.1% | +10.7% | +38.3% | +39.8% |
| 1Y | +53.3% | +37.5% | +15.8% | +37.1% |
| 3Y | +22.2% | +162.4% | -140.2% | -5.4% |
| 5Y | +193.3% | +166.3% | +27.0% | +114.9% |
| All | +193.3% | +162.0% | +31.3% | +114.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling