+258.1%
MTZ vs CPB
-36.0%
+294.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.3% | +10.8% | +9.1% |
| 7D | -6.4% | +8.0% | -14.4% | -3.7% |
| 30D | -22.1% | +22.4% | -44.4% | -16.3% |
| 3M | -32.7% | +2.5% | -35.2% | -31.2% |
| 6M | -59.8% | +12.2% | -72.0% | -57.5% |
| YTD | -19.9% | -12.8% | -7.1% | -20.0% |
| 1Y | -11.5% | -19.2% | +7.7% | -13.1% |
| 3Y | +258.1% | -35.6% | +293.6% | +240.2% |
| All | +258.1% | -36.0% | +294.1% | +240.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling