+30.0%
MTZ vs CAH
+65.8%
-35.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.1% |
| 7D | -1.6% | +5.4% | -7.0% | -1.4% |
| 30D | -11.1% | +3.3% | -14.4% | -11.0% |
| 3M | -36.7% | +22.8% | -59.5% | -37.4% |
| 6M | -21.9% | +11.3% | -33.2% | -22.3% |
| YTD | +9.1% | +21.1% | -12.0% | +8.7% |
| 1Y | +30.0% | +67.2% | -37.3% | +38.0% |
| All | +30.0% | +65.8% | -35.9% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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