+97.7%
MTZ vs CPB
-33.9%
+131.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.9% | +4.3% |
| 7D | +12.9% | -4.1% | +17.0% | +11.8% |
| 30D | -8.5% | +16.9% | -25.5% | -4.9% |
| 3M | -30.6% | -0.6% | -30.1% | -30.0% |
| 6M | -55.1% | +11.4% | -66.5% | -53.5% |
| YTD | -13.0% | -14.8% | +1.9% | -13.1% |
| 1Y | -4.3% | -24.8% | +20.5% | -5.9% |
| 3Y | +284.0% | -36.6% | +320.7% | +266.3% |
| 5Y | +97.7% | -33.3% | +131.0% | +105.2% |
| All | +97.7% | -33.9% | +131.5% | +105.2% |
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 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