-55.1%
MTZ vs CAH
+51.1%
-106.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.7% |
| 7D | +12.9% | +5.9% | +6.9% | +16.4% |
| 30D | -8.5% | +16.5% | -25.1% | -0.9% |
| 3M | -30.6% | +15.7% | -46.4% | -25.7% |
| 6M | -55.1% | +52.7% | -107.8% | -51.7% |
| All | -55.1% | +51.1% | -106.2% | -51.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling