+74.8%
MTZ vs CCI
-37.1%
+111.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.6% | +12.1% | +9.8% |
| 7D | -6.4% | -0.1% | -6.3% | -6.6% |
| 30D | -22.1% | +28.4% | -50.4% | -25.3% |
| 3M | -32.7% | +20.0% | -52.7% | -34.8% |
| 6M | -59.8% | +0.8% | -60.6% | -60.0% |
| YTD | -19.9% | +3.6% | -23.5% | -21.1% |
| 1Y | -11.5% | +6.1% | -17.6% | -13.4% |
| 3Y | +258.1% | +7.2% | +250.9% | +232.7% |
| All | +74.8% | -37.1% | +111.9% | +85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling