+714.5%
MTZ vs CRL
+255.5%
+459.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.7% |
| 7D | -1.6% | -1.0% | -0.6% | -1.3% |
| 30D | -11.1% | +10.7% | -21.7% | -14.3% |
| 3M | -36.7% | +55.3% | -92.0% | -46.5% |
| 6M | -21.9% | +60.7% | -82.6% | -35.7% |
| YTD | +9.1% | +44.6% | -35.5% | -7.3% |
| 1Y | +30.0% | +77.7% | -47.8% | +1.2% |
| 3Y | +138.5% | +37.6% | +100.8% | +93.5% |
| 5Y | +158.3% | -35.8% | +194.2% | +183.4% |
| All | +714.5% | +255.5% | +459.0% | +264.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling