-14.3%
MTZ vs CLX
-6.5%
-7.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +5.7% | -21.1% | -13.7% |
| 7D | -7.4% | +14.2% | -21.6% | -3.9% |
| 30D | -23.6% | +22.7% | -46.3% | -19.3% |
| 3M | -38.3% | -2.8% | -35.5% | -38.7% |
| 6M | -60.6% | +17.7% | -78.3% | -59.0% |
| YTD | -22.9% | +3.3% | -26.2% | -17.2% |
| 1Y | -14.3% | -5.6% | -8.6% | -6.2% |
| All | -14.3% | -6.5% | -7.7% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling