+93.5%
MTZ vs COR
+193.1%
-99.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.1% |
| 7D | +16.5% | +2.9% | +13.6% | +16.1% |
| 30D | -10.2% | +5.8% | -16.0% | -10.8% |
| 3M | -34.2% | +11.4% | -45.6% | -35.1% |
| 6M | -56.0% | +34.5% | -90.4% | -58.3% |
| YTD | -14.8% | +4.1% | -18.9% | -14.8% |
| 1Y | -7.2% | -3.1% | -4.1% | -6.0% |
| 3Y | +275.8% | +80.9% | +194.9% | +205.4% |
| 5Y | +93.5% | +195.1% | -101.6% | +26.4% |
| All | +93.5% | +193.1% | -99.6% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling