+4,492.0%
COP vs MTZ
+3,062.5%
+1,429.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.3% |
| 7D | +3.0% | -1.6% | +4.6% | +3.2% |
| 30D | +17.5% | -11.1% | +28.6% | +18.9% |
| 3M | +13.4% | -36.7% | +50.1% | +18.3% |
| 6M | +17.7% | -21.9% | +39.7% | +19.3% |
| YTD | +46.6% | +9.1% | +37.5% | +42.4% |
| 1Y | +44.6% | +30.0% | +14.6% | +37.3% |
| 3Y | +20.7% | +138.5% | -117.8% | +4.4% |
| 5Y | +185.0% | +158.3% | +26.7% | +141.6% |
| 10Y | +347.0% | +700.8% | -353.8% | +235.0% |
| All | +4,492.0% | +3,062.5% | +1,429.4% | +2,854.3% |
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