+74.8%
MTZ vs COO
-41.6%
+116.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.8% | +11.3% | +10.1% |
| 7D | -6.4% | +4.7% | -11.1% | -8.2% |
| 30D | -22.1% | +13.9% | -36.0% | -25.9% |
| 3M | -32.7% | -14.9% | -17.7% | -29.6% |
| 6M | -59.8% | +2.0% | -61.8% | -61.3% |
| YTD | -19.9% | -23.9% | +4.0% | -13.1% |
| 1Y | -11.5% | -9.6% | -1.8% | -10.7% |
| 3Y | +258.1% | -25.4% | +283.5% | +280.0% |
| All | +74.8% | -41.6% | +116.4% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling