+444.5%
CORZ vs MTZ
+276.3%
+168.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.8% | +0.9% | +1.7% |
| 7D | +16.6% | +3.6% | +13.0% | +13.2% |
| 30D | -10.9% | -9.6% | -1.2% | -3.6% |
| 3M | -31.0% | -31.9% | +0.9% | -9.0% |
| 6M | +26.0% | -13.8% | +39.8% | +34.9% |
| YTD | +28.6% | +13.3% | +15.4% | +8.5% |
| 1Y | +34.5% | +39.3% | -4.8% | -5.6% |
| All | +444.5% | +276.3% | +168.2% | +153.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling