+444.4%
MTZ vs CLX
+29.7%
+414.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.6% |
| 7D | +12.9% | +7.8% | +5.1% | +12.5% |
| 30D | -8.5% | +28.5% | -37.1% | -9.7% |
| 3M | -30.6% | +1.3% | -31.9% | -30.6% |
| 6M | -55.1% | +23.4% | -78.5% | -55.8% |
| YTD | -13.0% | +11.4% | -24.3% | -13.7% |
| 1Y | -4.3% | +6.9% | -11.2% | -4.7% |
| 3Y | +284.0% | -9.8% | +293.8% | +286.4% |
| 5Y | +97.7% | -22.7% | +120.3% | +100.5% |
| 10Y | +444.4% | +28.7% | +415.7% | +374.2% |
| All | +444.4% | +29.7% | +414.7% | +374.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling