+297.2%
MTZ vs CAH
+180.2%
+117.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.9% | +7.6% | +8.5% |
| 7D | -2.4% | +7.8% | -10.3% | -2.9% |
| 30D | -11.1% | +15.5% | -26.6% | -12.1% |
| 3M | -30.6% | +16.3% | -46.9% | -31.5% |
| 6M | -54.4% | +50.0% | -104.4% | -56.9% |
| YTD | -13.0% | +34.7% | -47.8% | -16.2% |
| 1Y | -5.7% | +35.9% | -41.6% | -9.3% |
| 3Y | +297.2% | +178.5% | +118.7% | +250.9% |
| All | +297.2% | +180.2% | +117.0% | +250.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling