+258.1%
MTZ vs COO
-25.3%
+283.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.8% | +11.3% | +10.0% |
| 7D | -6.4% | +4.7% | -11.1% | -7.8% |
| 30D | -22.1% | +13.9% | -36.0% | -25.2% |
| 3M | -32.7% | -14.9% | -17.7% | -29.9% |
| 6M | -59.8% | +2.0% | -61.8% | -61.2% |
| YTD | -19.9% | -23.9% | +4.0% | -13.3% |
| 1Y | -11.5% | -9.6% | -1.8% | -10.6% |
| 3Y | +258.1% | -25.4% | +283.5% | +263.7% |
| All | +258.1% | -25.3% | +283.4% | +263.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling