-40.4%
MTZ vs CP
+3.9%
-44.3%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.5% | -5.5% |
| 7D | -10.6% | +6.1% | -16.7% | -9.2% |
| 30D | -30.4% | +9.8% | -40.1% | -29.3% |
| 3M | -40.4% | +2.7% | -43.2% | -37.8% |
| All | -40.4% | +3.9% | -44.3% | -37.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling