+501.4%
MTZ vs COR
+524.4%
-23.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.8% | +11.3% | +10.1% |
| 7D | -6.4% | +0.8% | -7.3% | -6.9% |
| 30D | -22.1% | +5.1% | -27.2% | -23.6% |
| 3M | -32.7% | +2.8% | -35.5% | -33.8% |
| 6M | -59.8% | +32.5% | -92.4% | -64.3% |
| YTD | -19.9% | -0.7% | -19.3% | -21.4% |
| 1Y | -11.5% | -6.7% | -4.8% | -11.1% |
| 3Y | +258.1% | +73.7% | +184.4% | +170.2% |
| 5Y | +85.5% | +177.9% | -92.3% | +12.2% |
| All | +501.4% | +524.4% | -23.1% | +153.5% |
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