+8.6%
CORZ vs MTZ
+31.7%
-23.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.5% | -0.5% | -1.5% |
| 7D | -3.0% | 0.0% | -2.9% | -2.9% |
| 30D | -12.1% | -14.8% | +2.7% | -1.6% |
| 3M | -32.4% | -30.8% | -1.6% | -14.9% |
| 6M | +12.4% | -22.6% | +35.0% | +27.6% |
| YTD | +19.3% | +6.8% | +12.5% | +4.6% |
| 1Y | +8.6% | +22.1% | -13.5% | -22.4% |
| All | +8.6% | +31.7% | -23.1% | -22.4% |
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