+2,067.4%
MTZ vs CP
+7,870.0%
-5,802.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.5% | -4.8% |
| 7D | -10.6% | +6.1% | -16.7% | -13.4% |
| 30D | -30.4% | +9.8% | -40.1% | -33.8% |
| 3M | -40.4% | +2.7% | -43.2% | -41.6% |
| 6M | -63.7% | +12.8% | -76.4% | -66.3% |
| YTD | -26.9% | +28.2% | -55.0% | -36.6% |
| 1Y | -20.2% | +34.1% | -54.3% | -32.3% |
| 3Y | +208.1% | +28.9% | +179.3% | +164.7% |
| 5Y | +69.4% | +27.1% | +42.3% | +44.6% |
| 10Y | +440.6% | +264.8% | +175.8% | +182.3% |
| All | +2,067.4% | +7,870.0% | -5,802.6% | +321.9% |
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