+11.8%
CRM vs MTZ
+160.5%
-148.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +1.7% |
| 7D | -4.4% | +1.4% | -5.8% | -4.5% |
| 30D | +28.1% | -14.5% | +42.6% | +29.2% |
| 3M | +48.8% | -32.9% | +81.8% | +51.4% |
| 6M | +28.3% | -20.8% | +49.1% | +25.5% |
| YTD | -6.0% | +10.6% | -16.6% | -14.3% |
| 1Y | +1.4% | +27.1% | -25.6% | -10.7% |
| 3Y | +11.8% | +166.1% | -154.3% | -14.8% |
| All | +11.8% | +160.5% | -148.6% | -14.8% |
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