+40.7%
MTZ vs CAH
+62.0%
-21.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.7% | +6.5% | +3.7% |
| 7D | +3.6% | +0.5% | +3.1% | +3.5% |
| 30D | -9.6% | +1.7% | -11.4% | -9.6% |
| 3M | -31.9% | +17.9% | -49.8% | -32.7% |
| 6M | -13.8% | +10.9% | -24.7% | -14.5% |
| YTD | +13.3% | +17.9% | -4.6% | +12.7% |
| All | +40.7% | +62.0% | -21.3% | +49.0% |
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