+4,751.6%
MTZ vs COR
+17,545.2%
-12,793.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.5% |
| 7D | -1.6% | +2.8% | -4.4% | -2.2% |
| 30D | -11.1% | +4.5% | -15.6% | -12.2% |
| 3M | -36.7% | +22.7% | -59.4% | -40.2% |
| 6M | -21.9% | -9.7% | -12.2% | -21.0% |
| YTD | +9.1% | -1.4% | +10.5% | +8.1% |
| 1Y | +30.0% | +13.9% | +16.0% | +23.9% |
| 3Y | +138.5% | +94.0% | +44.5% | +96.4% |
| 5Y | +158.3% | +184.0% | -25.7% | +93.2% |
| 10Y | +700.8% | +406.8% | +294.0% | +412.7% |
| All | +4,751.6% | +17,545.2% | -12,793.6% | +1,950.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling