+148.1%
MTZ vs CPB
-40.0%
+188.1%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.4% | +5.5% | +1.1% |
| 7D | -1.6% | -8.6% | +7.0% | -4.1% |
| 30D | -11.1% | -7.2% | -3.8% | -13.0% |
| 3M | -36.7% | +0.9% | -37.6% | -35.9% |
| 6M | -21.9% | -11.8% | -10.1% | -23.5% |
| YTD | +9.1% | -19.4% | +28.5% | +5.0% |
| 1Y | +30.0% | -30.4% | +60.3% | +21.2% |
| All | +148.1% | -40.0% | +188.1% | +126.4% |
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