+492.6%
MTZ vs COR
+534.3%
-41.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.7% | +4.9% | +7.4% |
| 7D | -2.4% | +2.3% | -4.8% | -3.4% |
| 30D | -11.1% | +6.8% | -17.9% | -13.2% |
| 3M | -30.6% | +8.1% | -38.7% | -32.8% |
| 6M | -54.4% | +33.0% | -87.4% | -59.3% |
| YTD | -13.0% | +3.0% | -16.0% | -15.4% |
| 1Y | -5.7% | -3.4% | -2.3% | -6.2% |
| 3Y | +297.2% | +80.1% | +217.0% | +198.2% |
| 5Y | +95.9% | +194.7% | -98.8% | +17.3% |
| 10Y | +492.6% | +512.3% | -19.6% | +182.0% |
| All | +492.6% | +534.3% | -41.7% | +182.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 10y: compounded portfolio wealth divided by compounded COR 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…
10y analysis · Full analysis span regression · 6 months rolling