-3.8%
MTZ vs CAH
+39.8%
-43.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.3% | -1.2% |
| 7D | +5.0% | +3.5% | +1.5% | +5.1% |
| 30D | -6.0% | +13.5% | -19.5% | -5.6% |
| 3M | -36.1% | +21.8% | -58.0% | -36.3% |
| 6M | -56.9% | +51.5% | -108.4% | -60.5% |
| YTD | -15.9% | +38.1% | -54.0% | -19.7% |
| 1Y | -3.8% | +37.7% | -41.5% | -8.2% |
| All | -3.8% | +39.8% | -43.6% | -8.2% |
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