+492.6%
MTZ vs COO
+40.7%
+451.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.5% | +6.1% | +7.5% |
| 7D | -2.4% | +4.3% | -6.7% | -4.7% |
| 30D | -11.1% | +17.6% | -28.7% | -18.1% |
| 3M | -30.6% | -13.9% | -16.7% | -27.0% |
| 6M | -54.4% | +6.6% | -60.9% | -57.3% |
| YTD | -13.0% | -22.0% | +9.0% | -5.2% |
| 1Y | -5.7% | -8.8% | +3.1% | -5.2% |
| 3Y | +297.2% | -21.5% | +318.6% | +313.6% |
| 5Y | +95.9% | -41.0% | +136.9% | +131.4% |
| 10Y | +492.6% | +40.9% | +451.7% | +468.0% |
| All | +492.6% | +40.7% | +451.9% | +468.0% |
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