-41.3%
CORZ vs MTZ
-14.7%
-26.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -15.4% | +5.0% | +0.7% |
| 7D | -14.9% | -7.4% | -7.5% | -10.9% |
| 30D | -23.1% | -23.6% | +0.5% | -7.0% |
| 3M | -44.1% | -38.3% | -5.7% | -21.2% |
| 6M | -39.5% | -60.6% | +21.1% | +17.2% |
| YTD | -12.4% | -22.9% | +10.5% | -16.8% |
| 1Y | -41.3% | -14.3% | -27.0% | -53.3% |
| All | -41.3% | -14.7% | -26.6% | -53.3% |
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 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