+2,478.0%
MTZ vs CAH
+16,780.0%
-14,302.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.9% | +7.6% | +8.3% |
| 7D | -2.4% | +7.8% | -10.3% | -5.2% |
| 30D | -11.1% | +15.5% | -26.6% | -15.7% |
| 3M | -30.6% | +16.3% | -46.9% | -34.6% |
| 6M | -54.4% | +50.0% | -104.4% | -60.9% |
| YTD | -13.0% | +34.7% | -47.8% | -22.8% |
| 1Y | -5.7% | +35.9% | -41.6% | -16.6% |
| 3Y | +297.2% | +178.5% | +118.7% | +166.0% |
| 5Y | +95.9% | +515.7% | -419.8% | -2.3% |
| 10Y | +492.6% | +421.5% | +71.1% | +200.1% |
| All | +2,478.0% | +16,780.0% | -14,302.0% | +531.5% |
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