+753.2%
MTZ vs CBOE
+385.3%
+367.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | +2.3% | -0.8% | +3.0% | +2.4% |
| 30D | -10.3% | +2.7% | -13.0% | -10.8% |
| 3M | -31.8% | +0.7% | -32.6% | -32.7% |
| 6M | -19.2% | -2.0% | -17.2% | -20.2% |
| YTD | +10.7% | +17.1% | -6.4% | +4.0% |
| 1Y | +37.5% | +26.5% | +11.0% | +25.8% |
| 3Y | +162.4% | +96.1% | +66.2% | +96.7% |
| 5Y | +166.3% | +149.3% | +17.0% | +76.5% |
| 10Y | +753.2% | +386.5% | +366.7% | +234.9% |
| All | +753.2% | +385.3% | +367.8% | +234.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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