+68.0%
COST vs MTZ
+151.6%
-83.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.1% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | -4.4% | -14.8% | +10.4% | -4.0% |
| 3M | -8.1% | -30.8% | +22.7% | -7.2% |
| 6M | -9.2% | -22.6% | +13.4% | -9.4% |
| YTD | +5.1% | +6.8% | -1.7% | +2.4% |
| 1Y | -5.1% | +22.1% | -27.2% | -8.8% |
| All | +68.0% | +151.6% | -83.5% | +52.0% |
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