-14.3%
MTZ vs CAH
+38.5%
-52.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +3.6% | -18.9% | -15.3% |
| 7D | -7.4% | +7.0% | -14.4% | -7.4% |
| 30D | -23.6% | +12.4% | -36.0% | -23.9% |
| 3M | -38.3% | +12.2% | -50.5% | -38.7% |
| 6M | -60.6% | +33.2% | -93.8% | -63.1% |
| YTD | -22.9% | +28.4% | -51.3% | -26.7% |
| 1Y | -14.3% | +35.0% | -49.3% | -18.9% |
| All | -14.3% | +38.5% | -52.8% | -18.9% |
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