+754.7%
MTZ vs CHRW
+4,173.0%
-3,418.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.7% |
| 7D | -1.6% | -1.4% | -0.2% | -1.0% |
| 30D | -11.1% | -3.5% | -7.6% | -9.9% |
| 3M | -36.7% | -19.4% | -17.3% | -32.2% |
| 6M | -21.9% | -21.4% | -0.6% | -16.5% |
| YTD | +9.1% | -7.1% | +16.3% | +7.5% |
| 1Y | +30.0% | +17.8% | +12.1% | +14.1% |
| 3Y | +138.5% | +78.8% | +59.7% | +65.9% |
| 5Y | +158.3% | +83.5% | +74.8% | +72.9% |
| 10Y | +700.8% | +160.2% | +540.5% | +347.6% |
| All | +754.7% | +4,173.0% | -3,418.2% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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