-11.5%
MTZ vs CP
+32.2%
-43.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.7% | +11.2% | +9.5% |
| 7D | -6.4% | +2.8% | -9.2% | -6.6% |
| 30D | -22.1% | +10.2% | -32.3% | -22.8% |
| 3M | -32.7% | +2.4% | -35.0% | -32.6% |
| 6M | -59.8% | +7.7% | -67.5% | -60.6% |
| YTD | -19.9% | +26.0% | -45.9% | -23.3% |
| 1Y | -11.5% | +34.6% | -46.1% | -19.1% |
| All | -11.5% | +32.2% | -43.6% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling