+404.4%
MTZ vs CP
+259.0%
+145.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.0% | -2.7% |
| 7D | +16.5% | +0.9% | +15.6% | +15.8% |
| 30D | -10.2% | +10.3% | -20.5% | -16.2% |
| 3M | -34.2% | +2.3% | -36.4% | -35.7% |
| 6M | -56.0% | +10.7% | -66.7% | -59.6% |
| YTD | -14.8% | +29.3% | -44.2% | -30.4% |
| 1Y | -7.2% | +31.5% | -38.7% | -25.0% |
| 3Y | +275.8% | +36.7% | +239.0% | +190.3% |
| 5Y | +93.5% | +26.8% | +66.7% | +52.9% |
| All | +404.4% | +259.0% | +145.3% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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