-14.3%
MTZ vs CCI
+7.6%
-21.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +6.5% | -21.8% | -14.0% |
| 7D | -7.4% | +5.0% | -12.4% | -6.0% |
| 30D | -23.6% | +36.4% | -60.0% | -19.3% |
| 3M | -38.3% | +20.4% | -58.7% | -36.4% |
| 6M | -60.6% | +4.9% | -65.5% | -59.2% |
| YTD | -22.9% | +7.8% | -30.7% | -20.1% |
| 1Y | -14.3% | +7.3% | -21.6% | -10.7% |
| All | -14.3% | +7.6% | -21.8% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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