-7.2%
MTZ vs CBOE
+42.5%
-49.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +16.5% | +4.5% | +12.0% | +17.6% |
| 30D | -10.2% | +26.2% | -36.4% | -5.4% |
| 3M | -34.2% | +27.1% | -61.3% | -30.7% |
| 6M | -56.0% | +4.2% | -60.1% | -52.7% |
| YTD | -14.8% | +48.0% | -62.9% | -0.6% |
| 1Y | -7.2% | +42.4% | -49.7% | +9.4% |
| All | -7.2% | +42.5% | -49.8% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling