+297.2%
MTZ vs CP
+30.2%
+266.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.0% | +6.6% | +7.7% |
| 7D | -2.4% | +2.8% | -5.2% | -3.9% |
| 30D | -11.1% | +11.3% | -22.4% | -15.8% |
| 3M | -30.6% | +2.9% | -33.5% | -31.8% |
| 6M | -54.4% | +9.8% | -64.1% | -57.1% |
| YTD | -13.0% | +28.5% | -41.6% | -26.0% |
| 1Y | -5.7% | +33.5% | -39.2% | -21.7% |
| 3Y | +297.2% | +31.9% | +265.2% | +221.0% |
| All | +297.2% | +30.2% | +266.9% | +221.0% |
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