+285.3%
MTZ vs COR
+81.1%
+204.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.6% |
| 7D | +12.9% | -1.2% | +14.0% | +12.7% |
| 30D | -8.5% | +7.6% | -16.2% | -8.0% |
| 3M | -30.6% | +5.0% | -35.6% | -30.3% |
| 6M | -55.1% | +35.3% | -90.4% | -54.9% |
| YTD | -13.0% | +4.2% | -17.2% | -10.9% |
| 1Y | -4.3% | -3.4% | -0.8% | -2.8% |
| All | +285.3% | +81.1% | +204.2% | +313.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling