+739.9%
MTZ vs CCI
+17.2%
+722.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.6% | +3.7% |
| 7D | +3.6% | +0.2% | +3.4% | +3.5% |
| 30D | -9.6% | +0.5% | -10.1% | -9.8% |
| 3M | -31.9% | -16.3% | -15.7% | -29.1% |
| 6M | -13.8% | -13.9% | +0.1% | -11.4% |
| YTD | +13.3% | -12.4% | +25.7% | +15.3% |
| 1Y | +39.3% | -15.2% | +54.5% | +43.0% |
| 3Y | +168.3% | -9.9% | +178.2% | +160.5% |
| 5Y | +166.4% | -50.8% | +217.2% | +220.9% |
| 10Y | +739.9% | +18.3% | +721.6% | +797.6% |
| All | +739.9% | +17.2% | +722.8% | +797.6% |
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