+226.9%
MTZ vs CP
+28.7%
+198.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.5% | -4.9% |
| 7D | -10.6% | +6.1% | -16.7% | -13.2% |
| 30D | -30.4% | +9.8% | -40.1% | -33.6% |
| 3M | -40.4% | +2.7% | -43.2% | -41.4% |
| 6M | -63.7% | +12.8% | -76.4% | -66.4% |
| YTD | -26.9% | +28.2% | -55.0% | -37.7% |
| 1Y | -20.2% | +34.1% | -54.3% | -34.0% |
| All | +226.9% | +28.7% | +198.2% | +164.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling