+1,463.9%
MTZ vs CCI
+905.5%
+558.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.6% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | -11.1% | +2.7% | -13.8% | -11.8% |
| 3M | -36.7% | -18.2% | -18.5% | -33.9% |
| 6M | -21.9% | -14.8% | -7.2% | -19.7% |
| YTD | +9.1% | -12.6% | +21.7% | +11.1% |
| 1Y | +30.0% | -16.7% | +46.7% | +33.8% |
| 3Y | +138.5% | -10.5% | +149.0% | +135.9% |
| 5Y | +158.3% | -51.4% | +209.8% | +199.5% |
| 10Y | +700.8% | +20.0% | +680.7% | +614.4% |
| All | +1,463.9% | +905.5% | +558.4% | +506.4% |
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