+95.0%
MTZ vs CBOE
+202.6%
-107.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.0% | -1.0% |
| 7D | +5.0% | +6.3% | -1.3% | +5.8% |
| 30D | -6.0% | +24.9% | -31.0% | -3.5% |
| 3M | -36.1% | +28.5% | -64.6% | -34.2% |
| 6M | -56.9% | +2.9% | -59.7% | -55.6% |
| YTD | -15.9% | +50.7% | -66.6% | -11.4% |
| 1Y | -3.8% | +45.5% | -49.3% | +1.1% |
| 3Y | +272.3% | +116.3% | +155.9% | +278.1% |
| All | +95.0% | +202.6% | -107.7% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling