+428.3%
MTZ vs CLBK
+67.9%
+360.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -1.6% | +1.2% | -2.8% | -2.2% |
| 30D | -11.1% | +9.1% | -20.2% | -15.1% |
| 3M | -36.7% | +27.7% | -64.4% | -44.7% |
| 6M | -21.9% | +40.8% | -62.8% | -35.4% |
| YTD | +9.1% | +66.4% | -57.3% | -18.2% |
| 1Y | +30.0% | +72.4% | -42.4% | -5.1% |
| 3Y | +138.5% | +50.7% | +87.8% | +80.7% |
| 5Y | +158.3% | +42.9% | +115.4% | +77.8% |
| All | +428.3% | +67.9% | +360.4% | +225.7% |
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