+2,274.1%
MTZ vs CP
+7,734.8%
-5,460.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.7% | +11.2% | +10.4% |
| 7D | -6.4% | +2.8% | -9.2% | -8.0% |
| 30D | -22.1% | +10.2% | -32.3% | -26.1% |
| 3M | -32.7% | +2.4% | -35.0% | -34.0% |
| 6M | -59.8% | +7.7% | -67.5% | -61.9% |
| YTD | -19.9% | +26.0% | -45.9% | -30.1% |
| 1Y | -11.5% | +34.6% | -46.1% | -25.2% |
| 3Y | +258.1% | +26.7% | +231.4% | +210.0% |
| 5Y | +85.5% | +24.9% | +60.6% | +59.6% |
| 10Y | +492.2% | +258.6% | +233.6% | +211.5% |
| All | +2,274.1% | +7,734.8% | -5,460.7% | +365.6% |
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