+216.7%
CTVA vs MTZ
+420.7%
-204.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.6% |
| 7D | -4.5% | +1.4% | -5.9% | -4.9% |
| 30D | +11.3% | -14.5% | +25.8% | +15.2% |
| 3M | +12.3% | -32.9% | +45.3% | +21.9% |
| 6M | +7.2% | -20.8% | +28.0% | +10.7% |
| YTD | +26.0% | +10.6% | +15.4% | +18.5% |
| 1Y | +16.0% | +27.1% | -11.1% | +4.3% |
| 3Y | +73.9% | +166.1% | -92.2% | +19.3% |
| 5Y | +103.8% | +170.7% | -66.9% | +31.5% |
| All | +216.7% | +420.7% | -204.0% | +27.0% |
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