-8.5%
MTZ vs CCI
+1.8%
-10.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.1% | -3.9% |
| 7D | -8.7% | +3.2% | -11.9% | -7.7% |
| 30D | -15.0% | +12.2% | -27.2% | -13.0% |
| 3M | -32.6% | +23.1% | -55.7% | -30.0% |
| 6M | -56.3% | +1.3% | -57.6% | -55.0% |
| YTD | -16.8% | +4.5% | -21.3% | -13.9% |
| All | -8.5% | +1.8% | -10.2% | -1.3% |
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