+95.9%
MTZ vs CLBK
+28.0%
+67.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.2% | +6.4% | +7.9% |
| 7D | -2.4% | +1.8% | -4.2% | -3.0% |
| 30D | -11.1% | +5.1% | -16.2% | -12.5% |
| 3M | -30.6% | +5.2% | -35.8% | -31.8% |
| 6M | -54.4% | +28.6% | -82.9% | -58.1% |
| YTD | -13.0% | +61.4% | -74.4% | -26.3% |
| 1Y | -5.7% | +64.7% | -70.4% | -20.7% |
| 3Y | +297.2% | +55.1% | +242.0% | +234.4% |
| 5Y | +95.9% | +28.4% | +67.5% | +63.2% |
| All | +95.9% | +28.0% | +67.8% | +63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling