+80.4%
MTZ vs CAH
+496.0%
-415.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.5% | +8.1% | +9.2% |
| 7D | -6.4% | +8.5% | -14.9% | -8.1% |
| 30D | -22.1% | +17.0% | -39.1% | -24.9% |
| 3M | -32.7% | +14.6% | -47.3% | -34.9% |
| 6M | -59.8% | +42.5% | -102.4% | -63.6% |
| YTD | -19.9% | +33.5% | -53.4% | -26.2% |
| 1Y | -11.5% | +38.5% | -50.0% | -19.3% |
| 3Y | +258.1% | +179.0% | +79.1% | +152.5% |
| All | +80.4% | +496.0% | -415.6% | -11.3% |
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