+3,134.4%
MTZ vs CP
+7,669.4%
-4,535.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | -1.6% | -2.7% | +1.1% | -0.3% |
| 30D | -11.1% | +0.2% | -11.2% | -11.2% |
| 3M | -36.7% | +2.6% | -39.3% | -38.0% |
| 6M | -21.9% | +6.0% | -27.9% | -24.8% |
| YTD | +9.1% | +24.9% | -15.8% | -3.6% |
| 1Y | +30.0% | +20.1% | +9.9% | +17.0% |
| 3Y | +138.5% | +16.4% | +122.1% | +116.5% |
| 5Y | +158.3% | +31.7% | +126.6% | +118.1% |
| 10Y | +700.8% | +223.9% | +476.9% | +343.9% |
| All | +3,134.4% | +7,669.4% | -4,535.0% | +541.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling