+6,046.1%
CRH vs MTZ
+3,105.5%
+2,940.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.6% |
| 7D | -6.1% | +1.4% | -7.4% | -6.2% |
| 30D | -9.3% | -14.5% | +5.2% | -7.6% |
| 3M | -15.2% | -32.9% | +17.7% | -11.7% |
| 6M | -14.2% | -20.8% | +6.6% | -12.6% |
| YTD | -28.3% | +10.6% | -38.9% | -30.1% |
| 1Y | -21.8% | +27.1% | -48.9% | -25.2% |
| 3Y | +71.6% | +166.1% | -94.5% | +47.6% |
| 5Y | +96.6% | +170.7% | -74.1% | +67.2% |
| 10Y | +253.8% | +752.2% | -498.4% | +160.3% |
| All | +6,046.1% | +3,105.5% | +2,940.6% | +3,607.4% |
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