+2,067.4%
MTZ vs CPB
+366.5%
+1,700.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.7% | -5.9% | -5.3% |
| 7D | -10.6% | +11.6% | -22.2% | -12.3% |
| 30D | -30.4% | +23.3% | -53.7% | -32.9% |
| 3M | -40.4% | +1.6% | -42.1% | -40.9% |
| 6M | -63.7% | +13.9% | -77.6% | -64.9% |
| YTD | -26.9% | -11.7% | -15.2% | -26.5% |
| 1Y | -20.2% | -18.2% | -1.9% | -18.7% |
| 3Y | +208.1% | -35.2% | +243.3% | +220.7% |
| 5Y | +69.4% | -30.5% | +99.9% | +71.3% |
| 10Y | +440.6% | -37.1% | +477.7% | +438.4% |
| All | +2,067.4% | +366.5% | +1,700.8% | +1,253.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling