+501.4%
MTZ vs CCI
+51.9%
+449.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.6% | +12.1% | +10.1% |
| 7D | -6.4% | -0.1% | -6.3% | -6.8% |
| 30D | -22.1% | +28.4% | -50.4% | -27.4% |
| 3M | -32.7% | +20.0% | -52.7% | -36.2% |
| 6M | -59.8% | +0.8% | -60.6% | -60.5% |
| YTD | -19.9% | +3.6% | -23.5% | -22.4% |
| 1Y | -11.5% | +6.1% | -17.6% | -14.9% |
| 3Y | +258.1% | +7.2% | +250.9% | +230.2% |
| 5Y | +85.5% | -37.0% | +122.5% | +106.3% |
| All | +501.4% | +51.9% | +449.4% | +535.2% |
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