+258.1%
MTZ vs CLX
-10.2%
+268.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.3% | +9.3% | +9.6% |
| 7D | -6.4% | +13.6% | -20.0% | -4.7% |
| 30D | -22.1% | +23.4% | -45.4% | -19.9% |
| 3M | -32.7% | -2.8% | -29.8% | -32.7% |
| 6M | -59.8% | +14.0% | -73.8% | -59.1% |
| YTD | -19.9% | +4.2% | -24.1% | -18.3% |
| 1Y | -11.5% | -1.2% | -10.3% | -9.6% |
| 3Y | +258.1% | -12.7% | +270.8% | +282.8% |
| All | +258.1% | -10.2% | +268.3% | +282.8% |
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