+5,760.6%
CRM vs MTZ
+5,517.1%
+243.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +1.1% |
| 7D | -4.4% | +1.4% | -5.8% | -4.8% |
| 30D | +28.1% | -14.5% | +42.6% | +32.5% |
| 3M | +48.8% | -32.9% | +81.8% | +59.2% |
| 6M | +28.3% | -20.8% | +49.1% | +29.7% |
| YTD | -6.0% | +10.6% | -16.6% | -13.4% |
| 1Y | +1.4% | +27.1% | -25.6% | -10.4% |
| 3Y | +11.8% | +166.1% | -154.3% | -22.3% |
| 5Y | -2.0% | +170.7% | -172.7% | -34.1% |
| 10Y | +239.6% | +752.2% | -512.6% | +48.4% |
| All | +5,760.6% | +5,517.1% | +243.5% | +1,488.1% |
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