-59.8%
MTZ vs CPB
+11.5%
-71.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.3% | +10.8% | +8.8% |
| 7D | -6.4% | +8.0% | -14.4% | -1.8% |
| 30D | -22.1% | +22.4% | -44.4% | -12.3% |
| 3M | -32.7% | +2.5% | -35.2% | -30.3% |
| 6M | -59.8% | +12.2% | -72.0% | -54.8% |
| All | -59.8% | +11.5% | -71.3% | -54.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling