+444.4%
MTZ vs COO
+40.2%
+404.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +5.0% |
| 7D | +12.9% | -2.3% | +15.2% | +14.0% |
| 30D | -8.5% | +13.3% | -21.8% | -14.3% |
| 3M | -30.6% | -18.1% | -12.5% | -25.3% |
| 6M | -55.1% | +6.7% | -61.8% | -58.0% |
| YTD | -13.0% | -23.2% | +10.2% | -4.5% |
| 1Y | -4.3% | -12.3% | +8.0% | -2.0% |
| 3Y | +284.0% | -23.6% | +307.6% | +305.0% |
| 5Y | +97.7% | -38.7% | +136.4% | +128.2% |
| 10Y | +444.4% | +42.2% | +402.2% | +413.1% |
| All | +444.4% | +40.2% | +404.2% | +413.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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