+11,570.3%
COST vs MTZ
+2,996.0%
+8,574.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.3% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | -4.4% | -14.8% | +10.4% | -3.2% |
| 3M | -8.1% | -30.8% | +22.7% | -5.9% |
| 6M | -9.2% | -22.6% | +13.4% | -8.2% |
| YTD | +5.1% | +6.8% | -1.7% | +3.2% |
| 1Y | -5.1% | +22.1% | -27.2% | -8.1% |
| 3Y | +70.4% | +153.1% | -82.8% | +52.0% |
| 5Y | +104.7% | +161.4% | -56.7% | +80.2% |
| 10Y | +608.8% | +723.1% | -114.3% | +445.3% |
| All | +11,570.3% | +2,996.0% | +8,574.3% | +6,553.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling