+30.0%
MTZ vs CAI
-31.3%
+61.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.2% |
| 7D | -1.6% | -2.2% | +0.6% | -1.4% |
| 30D | -11.1% | +52.4% | -63.5% | -15.8% |
| 3M | -36.7% | +45.1% | -81.8% | -39.8% |
| 6M | -21.9% | +26.2% | -48.2% | -25.0% |
| YTD | +9.1% | -7.1% | +16.2% | +9.1% |
| 1Y | +30.0% | -31.0% | +61.0% | +36.7% |
| All | +30.0% | -31.3% | +61.2% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling