+404.4%
MTZ vs CAH
+412.5%
-8.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | +16.5% | +3.9% | +12.6% | +14.9% |
| 30D | -10.2% | +16.0% | -26.2% | -15.4% |
| 3M | -34.2% | +19.1% | -53.2% | -38.7% |
| 6M | -56.0% | +53.0% | -109.0% | -63.2% |
| YTD | -14.8% | +36.6% | -51.5% | -25.7% |
| 1Y | -7.2% | +37.4% | -44.7% | -19.3% |
| 3Y | +275.8% | +178.8% | +96.9% | +136.0% |
| 5Y | +93.5% | +498.6% | -405.1% | -15.2% |
| All | +404.4% | +412.5% | -8.2% | +119.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling