+1,092.4%
MTZ vs CCI
+1,102.0%
-9.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.1% | -4.8% |
| 7D | -8.7% | +3.2% | -11.9% | -9.9% |
| 30D | -15.0% | +12.2% | -27.2% | -18.1% |
| 3M | -32.6% | +23.1% | -55.7% | -36.9% |
| 6M | -56.3% | +1.3% | -57.6% | -57.5% |
| YTD | -16.8% | +4.5% | -21.3% | -20.1% |
| 1Y | -10.0% | +2.3% | -12.3% | -13.1% |
| 3Y | +267.1% | +9.8% | +257.3% | +240.2% |
| 5Y | +89.9% | -36.5% | +126.4% | +102.9% |
| 10Y | +442.2% | +64.7% | +377.6% | +341.1% |
| All | +1,092.4% | +1,102.0% | -9.6% | +336.3% |
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 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