+224.3%
CTVA vs MTZ
+433.2%
-208.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.8% | -6.0% | -3.2% |
| 7D | -2.1% | +3.6% | -5.6% | -3.0% |
| 30D | +12.0% | -9.6% | +21.7% | +14.4% |
| 3M | +13.5% | -31.9% | +45.4% | +22.7% |
| 6M | +12.1% | -13.8% | +25.9% | +13.3% |
| YTD | +29.0% | +13.3% | +15.8% | +20.7% |
| 1Y | +18.9% | +39.3% | -20.4% | +4.1% |
| 3Y | +78.9% | +168.3% | -89.5% | +22.7% |
| 5Y | +105.2% | +166.4% | -61.2% | +33.8% |
| All | +224.3% | +433.2% | -208.9% | +29.3% |
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