-4.3%
MTZ vs CP
+32.8%
-37.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +12.9% | -0.7% | +13.5% | +12.8% |
| 30D | -8.5% | +9.6% | -18.2% | -9.1% |
| 3M | -30.6% | +2.2% | -32.8% | -30.3% |
| 6M | -55.1% | +11.1% | -66.2% | -56.2% |
| YTD | -13.0% | +28.2% | -41.1% | -16.3% |
| 1Y | -4.3% | +32.2% | -36.4% | -10.2% |
| All | -4.3% | +32.8% | -37.1% | -10.2% |
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