+5.7%
MTZ vs CAI
-6.6%
+12.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -3.1% | +12.6% | +9.7% |
| 7D | -6.4% | -26.5% | +20.1% | -5.1% |
| 30D | -22.1% | -6.9% | -15.2% | -21.9% |
| 3M | -32.7% | +26.1% | -58.8% | -35.0% |
| 6M | -59.8% | +31.9% | -91.7% | -61.6% |
| YTD | -19.9% | -6.5% | -13.4% | -21.4% |
| 1Y | -11.5% | +2.5% | -14.0% | -13.9% |
| All | +5.7% | -6.6% | +12.3% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling