+398.0%
MTZ vs COO
+41.1%
+357.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.6% |
| 7D | +5.0% | +0.5% | +4.5% | +4.8% |
| 30D | -6.0% | +14.2% | -20.2% | -12.3% |
| 3M | -36.1% | -18.2% | -17.9% | -31.1% |
| 6M | -56.9% | +5.3% | -62.2% | -59.5% |
| YTD | -15.9% | -23.6% | +7.6% | -7.5% |
| 1Y | -3.8% | -12.7% | +8.8% | -1.4% |
| 3Y | +272.3% | -24.2% | +296.5% | +294.2% |
| 5Y | +91.1% | -40.0% | +131.1% | +123.5% |
| All | +398.0% | +41.1% | +357.0% | +340.9% |
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