+148.1%
MTZ vs CLX
-32.8%
+180.9%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.0% |
| 7D | -1.6% | -9.2% | +7.7% | -2.1% |
| 30D | -11.1% | -11.0% | 0.0% | -11.7% |
| 3M | -36.7% | +5.0% | -41.7% | -36.8% |
| 6M | -21.9% | -18.8% | -3.1% | -20.7% |
| YTD | +9.1% | -4.4% | +13.5% | +9.4% |
| 1Y | +30.0% | -21.9% | +51.8% | +33.4% |
| All | +148.1% | -32.8% | +180.9% | +150.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling