+14.8%
MTZ vs CAI
-5.3%
+20.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.3% | +7.2% | +8.5% |
| 7D | -2.4% | -20.3% | +17.9% | -1.4% |
| 30D | -11.1% | -13.9% | +2.8% | -10.5% |
| 3M | -30.6% | +12.4% | -43.1% | -32.1% |
| 6M | -54.4% | +58.3% | -112.7% | -57.2% |
| YTD | -13.0% | -5.2% | -7.8% | -14.7% |
| 1Y | -5.7% | -0.2% | -5.5% | -8.0% |
| All | +14.8% | -5.3% | +20.1% | +12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling