+245.6%
CRH vs MTZ
+773.6%
-528.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | -0.1% |
| 7D | -6.1% | +1.4% | -7.4% | -6.5% |
| 30D | -9.3% | -14.5% | +5.2% | -5.2% |
| 3M | -15.2% | -32.9% | +17.7% | -6.8% |
| 6M | -14.2% | -20.8% | +6.6% | -11.1% |
| YTD | -28.3% | +10.6% | -38.9% | -33.7% |
| 1Y | -21.8% | +27.1% | -48.9% | -31.3% |
| 3Y | +71.6% | +166.1% | -94.5% | +13.8% |
| 5Y | +96.6% | +170.7% | -74.1% | +24.0% |
| All | +245.6% | +773.6% | -528.0% | +32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling