+404.4%
MTZ vs CBOE
+514.1%
-109.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | +16.5% | +4.5% | +12.0% | +15.5% |
| 30D | -10.2% | +26.2% | -36.4% | -14.2% |
| 3M | -34.2% | +27.1% | -61.3% | -37.3% |
| 6M | -56.0% | +4.2% | -60.1% | -56.5% |
| YTD | -14.8% | +48.0% | -62.9% | -23.6% |
| 1Y | -7.2% | +42.4% | -49.7% | -15.9% |
| 3Y | +275.8% | +116.8% | +158.9% | +186.8% |
| 5Y | +93.5% | +199.0% | -105.5% | +26.4% |
| All | +404.4% | +514.1% | -109.7% | +119.7% |
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