+74.8%
MTZ vs CPB
-31.3%
+106.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.3% | +10.8% | +9.2% |
| 7D | -6.4% | +8.0% | -14.4% | -4.5% |
| 30D | -22.1% | +22.4% | -44.4% | -18.1% |
| 3M | -32.7% | +2.5% | -35.2% | -31.6% |
| 6M | -59.8% | +12.2% | -72.0% | -58.2% |
| YTD | -19.9% | -12.8% | -7.1% | -19.6% |
| 1Y | -11.5% | -19.2% | +7.7% | -12.0% |
| 3Y | +258.1% | -35.6% | +293.6% | +243.4% |
| All | +74.8% | -31.3% | +106.1% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling