+1,120.4%
MTZ vs CCI
+1,106.5%
+13.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | +16.5% | -1.4% | +17.8% | +16.7% |
| 30D | -10.2% | +12.7% | -22.9% | -13.6% |
| 3M | -34.2% | +23.0% | -57.2% | -38.4% |
| 6M | -56.0% | +0.6% | -56.6% | -57.0% |
| YTD | -14.8% | +4.9% | -19.7% | -18.3% |
| 1Y | -7.2% | +0.7% | -7.9% | -10.0% |
| 3Y | +275.8% | +10.2% | +265.5% | +247.8% |
| 5Y | +93.5% | -36.4% | +129.9% | +106.7% |
| 10Y | +432.7% | +66.6% | +366.1% | +332.0% |
| All | +1,120.4% | +1,106.5% | +13.9% | +346.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling