+492.6%
MTZ vs CLX
+26.7%
+465.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.6% | +3.0% | +8.3% |
| 7D | -2.4% | +17.4% | -19.8% | -3.2% |
| 30D | -11.1% | +27.8% | -38.9% | -12.2% |
| 3M | -30.6% | +3.0% | -33.6% | -30.7% |
| 6M | -54.4% | +17.5% | -71.9% | -54.9% |
| YTD | -13.0% | +10.0% | -23.0% | -13.7% |
| 1Y | -5.7% | +3.3% | -9.0% | -5.9% |
| 3Y | +297.2% | -10.1% | +307.3% | +299.5% |
| 5Y | +95.9% | -23.7% | +119.6% | +98.9% |
| 10Y | +492.6% | +24.9% | +467.8% | +435.7% |
| All | +492.6% | +26.7% | +465.9% | +435.7% |
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