+287.8%
MTZ vs CLBK
+59.4%
+228.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.0% | +8.5% | +9.0% |
| 7D | -6.4% | +0.6% | -7.1% | -6.7% |
| 30D | -22.1% | +2.9% | -24.9% | -23.3% |
| 3M | -32.7% | +3.0% | -35.6% | -33.9% |
| 6M | -59.8% | +27.3% | -87.1% | -65.0% |
| YTD | -19.9% | +58.0% | -77.9% | -38.5% |
| 1Y | -11.5% | +62.4% | -73.9% | -33.1% |
| 3Y | +258.1% | +46.9% | +211.1% | +173.4% |
| 5Y | +85.5% | +25.3% | +60.3% | +41.0% |
| All | +287.8% | +59.4% | +228.3% | +145.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling