+30.0%
MTZ vs CPB
-32.6%
+62.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.4% | +5.5% | +0.8% |
| 7D | -1.6% | -8.6% | +7.0% | -4.9% |
| 30D | -11.1% | -7.2% | -3.8% | -13.5% |
| 3M | -36.7% | +0.9% | -37.6% | -35.7% |
| 6M | -21.9% | -11.8% | -10.1% | -24.1% |
| YTD | +9.1% | -19.4% | +28.5% | +4.2% |
| 1Y | +30.0% | -30.4% | +60.3% | +19.2% |
| All | +30.0% | -32.6% | +62.6% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling