-31.9%
CORZ vs MTZ
-12.2%
-19.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -4.3% | +7.6% | +6.3% |
| 7D | -7.8% | -8.7% | +0.9% | -2.1% |
| 30D | -14.8% | -15.0% | +0.2% | -4.7% |
| 3M | -32.5% | -32.6% | +0.1% | -11.0% |
| 6M | -42.7% | -56.3% | +13.6% | +2.2% |
| YTD | -9.8% | -16.8% | +7.0% | -18.9% |
| 1Y | -31.9% | -10.0% | -21.9% | -46.4% |
| All | -31.9% | -12.2% | -19.7% | -46.4% |
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