+69.4%
MTZ vs CP
+27.2%
+42.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.5% | -4.8% |
| 7D | -10.6% | +6.1% | -16.7% | -13.5% |
| 30D | -30.4% | +9.8% | -40.1% | -33.9% |
| 3M | -40.4% | +2.7% | -43.2% | -41.6% |
| 6M | -63.7% | +12.8% | -76.4% | -66.5% |
| YTD | -26.9% | +28.2% | -55.0% | -37.8% |
| 1Y | -20.2% | +34.1% | -54.3% | -34.0% |
| 3Y | +208.1% | +28.9% | +179.3% | +156.9% |
| 5Y | +69.4% | +27.1% | +42.3% | +43.0% |
| All | +69.4% | +27.2% | +42.2% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling