-4.2%
CORZ vs MTZ
-7.9%
+3.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.2% | +1.9% |
| 7D | +23.5% | +5.0% | +18.5% | +19.2% |
| 30D | +7.5% | -6.0% | +13.5% | +11.4% |
| 3M | -26.6% | -36.1% | +9.5% | +0.5% |
| 6M | -39.5% | -56.9% | +17.4% | +8.0% |
| YTD | -0.3% | -15.9% | +15.6% | -7.5% |
| 1Y | -4.2% | -3.8% | -0.4% | -21.8% |
| All | -4.2% | -7.9% | +3.7% | -21.8% |
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