+277.0%
MTZ vs CCI
+10.7%
+266.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.1% |
| 7D | +16.5% | -1.4% | +17.8% | +16.4% |
| 30D | -10.2% | +12.7% | -22.9% | -9.2% |
| 3M | -34.2% | +23.0% | -57.2% | -33.0% |
| 6M | -56.0% | +0.6% | -56.6% | -55.2% |
| YTD | -14.8% | +4.9% | -19.7% | -13.6% |
| 1Y | -7.2% | +0.7% | -7.9% | -5.8% |
| All | +277.0% | +10.7% | +266.3% | +272.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling