+442.2%
MTZ vs CPB
-40.9%
+483.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.2% | -4.4% |
| 7D | -8.7% | +2.9% | -11.6% | -8.5% |
| 30D | -15.0% | +17.6% | -32.6% | -14.0% |
| 3M | -32.6% | +2.0% | -34.6% | -32.2% |
| 6M | -56.3% | +11.6% | -68.0% | -56.0% |
| YTD | -16.8% | -13.8% | -3.0% | -16.3% |
| 1Y | -10.0% | -21.6% | +11.5% | -9.5% |
| 3Y | +267.1% | -35.8% | +302.9% | +267.0% |
| 5Y | +89.9% | -33.3% | +123.1% | +88.8% |
| 10Y | +442.2% | -39.4% | +481.7% | +477.5% |
| All | +442.2% | -40.9% | +483.1% | +477.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling