+158.5%
MTZ vs CBOE
+98.8%
+59.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.2% | +2.1% |
| 7D | -1.6% | -3.6% | +2.0% | -2.8% |
| 30D | -11.1% | +5.1% | -16.2% | -9.4% |
| 3M | -36.7% | +4.6% | -41.3% | -34.6% |
| 6M | -21.9% | -0.3% | -21.7% | -19.3% |
| YTD | +9.1% | +19.8% | -10.6% | +21.3% |
| 1Y | +30.0% | +28.4% | +1.6% | +49.1% |
| All | +158.5% | +98.8% | +59.8% | +207.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling