+2,366.0%
MTZ vs CAH
+16,933.8%
-14,567.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.3% | -4.7% |
| 7D | -8.7% | +9.4% | -18.1% | -11.7% |
| 30D | -15.0% | +16.5% | -31.5% | -19.7% |
| 3M | -32.6% | +17.0% | -49.6% | -36.6% |
| 6M | -56.3% | +51.4% | -107.7% | -62.7% |
| YTD | -16.8% | +36.0% | -52.8% | -26.4% |
| 1Y | -10.0% | +36.0% | -46.0% | -20.5% |
| 3Y | +267.1% | +177.5% | +89.6% | +146.2% |
| 5Y | +89.9% | +509.2% | -419.3% | -4.9% |
| 10Y | +442.2% | +408.1% | +34.1% | +176.9% |
| All | +2,366.0% | +16,933.8% | -14,567.8% | +502.1% |
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