+272.3%
MTZ vs CPB
-35.1%
+307.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.4% | -0.2% |
| 7D | +5.0% | -1.6% | +6.5% | +4.5% |
| 30D | -6.0% | +19.2% | -25.2% | 0.0% |
| 3M | -36.1% | -0.9% | -35.2% | -35.4% |
| 6M | -56.9% | +15.2% | -72.1% | -54.1% |
| YTD | -15.9% | -13.1% | -2.8% | -16.1% |
| 1Y | -3.8% | -22.4% | +18.6% | -6.5% |
| 3Y | +272.3% | -35.3% | +307.6% | +254.3% |
| All | +272.3% | -35.1% | +307.3% | +254.3% |
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