+2,067.4%
MTZ vs COO
+5,456.7%
-3,389.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.4% | -3.8% | -5.0% |
| 7D | -10.6% | +5.3% | -15.9% | -11.3% |
| 30D | -30.4% | +12.5% | -42.9% | -31.6% |
| 3M | -40.4% | -15.1% | -25.3% | -39.4% |
| 6M | -63.7% | +3.7% | -67.4% | -64.1% |
| YTD | -26.9% | -22.5% | -4.4% | -25.0% |
| 1Y | -20.2% | -7.8% | -12.4% | -20.0% |
| 3Y | +208.1% | -24.1% | +232.2% | +215.1% |
| 5Y | +69.4% | -40.1% | +109.5% | +77.7% |
| 10Y | +440.6% | +44.7% | +395.9% | +416.2% |
| All | +2,067.4% | +5,456.7% | -3,389.4% | +1,252.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling