+3,134.4%
MTZ vs CAH
+15,076.3%
-11,941.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.3% |
| 7D | -1.6% | +5.4% | -7.0% | -3.4% |
| 30D | -11.1% | +3.3% | -14.4% | -12.2% |
| 3M | -36.7% | +22.8% | -59.5% | -41.5% |
| 6M | -21.9% | +11.3% | -33.2% | -25.5% |
| YTD | +9.1% | +21.1% | -12.0% | +0.9% |
| 1Y | +30.0% | +67.2% | -37.3% | +6.2% |
| 3Y | +138.5% | +195.6% | -57.2% | +56.3% |
| 5Y | +158.3% | +413.8% | -255.5% | +37.9% |
| 10Y | +700.8% | +309.6% | +391.2% | +340.8% |
| All | +3,134.4% | +15,076.3% | -11,941.9% | +725.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling