+22.1%
CTVA vs MTZ
+30.9%
-8.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.0% |
| 7D | +4.9% | -1.6% | +6.5% | +5.1% |
| 30D | +11.9% | -11.1% | +23.0% | +12.8% |
| 3M | +13.7% | -36.7% | +50.4% | +17.3% |
| 6M | +13.1% | -21.9% | +35.1% | +16.8% |
| YTD | +32.0% | +9.1% | +22.8% | +36.7% |
| 1Y | +22.1% | +30.0% | -7.9% | +28.6% |
| All | +22.1% | +30.9% | -8.8% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling