-63.7%
MTZ vs COO
+3.2%
-66.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.4% | -3.8% | -5.5% |
| 7D | -10.6% | +5.3% | -15.9% | -9.3% |
| 30D | -30.4% | +12.5% | -42.9% | -28.7% |
| 3M | -40.4% | -15.1% | -25.3% | -43.1% |
| 6M | -63.7% | +3.7% | -67.4% | -63.7% |
| All | -63.7% | +3.2% | -66.9% | -63.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling