+3,134.4%
MTZ vs CLX
+2,386.6%
+747.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.4% |
| 7D | -1.6% | -9.2% | +7.7% | +0.5% |
| 30D | -11.1% | -11.0% | 0.0% | -8.8% |
| 3M | -36.7% | +5.0% | -41.7% | -37.9% |
| 6M | -21.9% | -18.8% | -3.1% | -19.1% |
| YTD | +9.1% | -4.4% | +13.5% | +8.5% |
| 1Y | +30.0% | -21.9% | +51.8% | +35.1% |
| 3Y | +138.5% | -32.8% | +171.2% | +154.4% |
| 5Y | +158.3% | -34.6% | +192.9% | +172.2% |
| 10Y | +700.8% | -4.7% | +705.5% | +625.7% |
| All | +3,134.4% | +2,386.6% | +747.8% | +1,370.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling