+1,298.7%
CRDO vs MTZ
+176.8%
+1,121.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | -0.8% |
| 7D | -4.5% | +1.4% | -5.8% | -5.5% |
| 30D | -39.2% | -14.5% | -24.8% | -32.0% |
| 3M | -38.5% | -32.9% | -5.5% | -19.1% |
| 6M | +40.6% | -20.8% | +61.4% | +64.2% |
| YTD | +13.2% | +10.6% | +2.6% | +3.7% |
| 1Y | +2.3% | +27.1% | -24.8% | -14.5% |
| 3Y | +942.5% | +166.1% | +776.4% | +538.7% |
| All | +1,298.7% | +176.8% | +1,121.9% | +653.2% |
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