+267.1%
MTZ vs COO
-22.2%
+289.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.8% | -4.2% |
| 7D | -8.7% | +4.5% | -13.2% | -9.9% |
| 30D | -15.0% | +16.9% | -31.9% | -18.8% |
| 3M | -32.6% | -16.7% | -15.9% | -29.3% |
| 6M | -56.3% | +5.9% | -62.3% | -58.2% |
| YTD | -16.8% | -22.4% | +5.6% | -10.4% |
| 1Y | -10.0% | -10.1% | +0.1% | -8.7% |
| 3Y | +267.1% | -22.8% | +289.9% | +282.8% |
| All | +267.1% | -22.2% | +289.3% | +282.8% |
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