+739.9%
MTZ vs CLX
-3.9%
+743.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.6% | +5.4% | +3.9% |
| 7D | +3.6% | -3.5% | +7.1% | +3.8% |
| 30D | -9.6% | -11.9% | +2.2% | -9.0% |
| 3M | -31.9% | -2.6% | -29.3% | -32.0% |
| 6M | -13.8% | -18.2% | +4.4% | -12.5% |
| YTD | +13.3% | -5.9% | +19.2% | +13.2% |
| 1Y | +39.3% | -23.8% | +63.1% | +42.3% |
| 3Y | +168.3% | -33.6% | +201.9% | +176.5% |
| 5Y | +166.4% | -35.7% | +202.1% | +173.1% |
| 10Y | +739.9% | -2.5% | +742.4% | +682.4% |
| All | +739.9% | -3.9% | +743.8% | +682.4% |
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