-63.7%
MTZ vs CP
+13.0%
-76.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.5% | -5.5% |
| 7D | -10.6% | +6.1% | -16.7% | -8.0% |
| 30D | -30.4% | +9.8% | -40.1% | -27.2% |
| 3M | -40.4% | +2.7% | -43.2% | -38.8% |
| 6M | -63.7% | +12.8% | -76.4% | -63.7% |
| All | -63.7% | +13.0% | -76.7% | -63.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling