+398.0%
MTZ vs CCI
+67.9%
+330.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -1.5% |
| 7D | +5.0% | +2.5% | +2.5% | +4.3% |
| 30D | -6.0% | +14.4% | -20.4% | -9.7% |
| 3M | -36.1% | +21.7% | -57.8% | -39.8% |
| 6M | -56.9% | +4.0% | -60.9% | -58.0% |
| YTD | -15.9% | +6.2% | -22.1% | -19.2% |
| 1Y | -3.8% | +5.4% | -9.2% | -7.4% |
| 3Y | +272.3% | +11.7% | +260.5% | +237.4% |
| 5Y | +91.1% | -35.6% | +126.7% | +112.4% |
| All | +398.0% | +67.9% | +330.1% | +378.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling