-7.2%
MTZ vs CLX
+7.9%
-15.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.4% | -1.8% |
| 7D | +16.5% | +8.5% | +7.9% | +18.8% |
| 30D | -10.2% | +30.0% | -40.2% | -3.7% |
| 3M | -34.2% | +3.8% | -37.9% | -33.7% |
| 6M | -56.0% | +24.6% | -80.6% | -53.2% |
| YTD | -14.8% | +12.8% | -27.6% | -5.6% |
| 1Y | -7.2% | +8.6% | -15.8% | +3.7% |
| All | -7.2% | +7.9% | -15.1% | +3.7% |
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 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