-6.0%
MTZ vs COO
-8.8%
+2.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.5% | +6.1% | +8.7% |
| 7D | -2.4% | +4.3% | -6.7% | -2.1% |
| 30D | -11.1% | +17.6% | -28.7% | -11.4% |
| 3M | -30.6% | -13.9% | -16.7% | -29.9% |
| 6M | -54.4% | +6.6% | -60.9% | -55.9% |
| YTD | -13.0% | -22.0% | +9.0% | -6.6% |
| All | -6.0% | -8.8% | +2.8% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling