+297.2%
MTZ vs CLBK
+51.8%
+245.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.2% | +6.4% | +7.8% |
| 7D | -2.4% | +1.8% | -4.2% | -3.0% |
| 30D | -11.1% | +5.1% | -16.2% | -12.7% |
| 3M | -30.6% | +5.2% | -35.8% | -31.9% |
| 6M | -54.4% | +28.6% | -82.9% | -58.6% |
| YTD | -13.0% | +61.4% | -74.4% | -28.4% |
| 1Y | -5.7% | +64.7% | -70.4% | -23.1% |
| 3Y | +297.2% | +55.1% | +242.0% | +229.3% |
| All | +297.2% | +51.8% | +245.3% | +229.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 3y: compounded portfolio wealth divided by compounded CLBK 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…
3y analysis · Full analysis span regression · 6 months rolling