+420.4%
MTZ vs COO
+41.6%
+378.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.8% | -4.1% |
| 7D | -8.7% | +4.5% | -13.2% | -10.9% |
| 30D | -15.0% | +16.9% | -31.9% | -21.5% |
| 3M | -32.6% | -16.7% | -15.9% | -27.9% |
| 6M | -56.3% | +5.9% | -62.3% | -59.0% |
| YTD | -16.8% | -22.4% | +5.6% | -9.1% |
| 1Y | -10.0% | -10.1% | +0.1% | -9.0% |
| 3Y | +267.1% | -22.8% | +289.9% | +285.5% |
| 5Y | +89.9% | -41.4% | +131.3% | +125.1% |
| All | +420.4% | +41.6% | +378.8% | +388.4% |
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