+105.1%
CTVA vs MTZ
+168.2%
-63.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.2% | -1.3% |
| 7D | -4.5% | +1.4% | -5.9% | -4.8% |
| 30D | +11.3% | -14.5% | +25.8% | +13.9% |
| 3M | +12.3% | -32.9% | +45.3% | +18.7% |
| 6M | +7.2% | -20.8% | +28.0% | +9.7% |
| YTD | +26.0% | +10.6% | +15.4% | +21.3% |
| 1Y | +16.0% | +27.1% | -11.1% | +8.4% |
| 3Y | +73.9% | +166.1% | -92.2% | +35.3% |
| All | +105.1% | +168.2% | -63.1% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling