+166.4%
MTZ vs CAH
+400.8%
-234.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.7% | +6.5% | +4.5% |
| 7D | +3.6% | +0.5% | +3.1% | +3.3% |
| 30D | -9.6% | +1.7% | -11.4% | -10.2% |
| 3M | -31.9% | +17.9% | -49.8% | -35.4% |
| 6M | -13.8% | +10.9% | -24.7% | -16.9% |
| YTD | +13.3% | +17.9% | -4.6% | +7.1% |
| 1Y | +39.3% | +61.7% | -22.4% | +18.5% |
| 3Y | +168.3% | +183.7% | -15.4% | +78.2% |
| 5Y | +166.4% | +401.3% | -234.9% | +39.9% |
| All | +166.4% | +400.8% | -234.4% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling