+501.4%
MTZ vs CRL
+386.8%
+114.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +7.8% | +1.7% | +6.8% |
| 7D | -6.4% | -6.1% | -0.3% | -4.1% |
| 30D | -22.1% | +12.4% | -34.5% | -25.4% |
| 3M | -32.7% | +27.1% | -59.8% | -38.6% |
| 6M | -59.8% | +85.7% | -145.5% | -68.5% |
| YTD | -19.9% | +69.2% | -89.1% | -36.0% |
| 1Y | -11.5% | +97.5% | -109.0% | -33.4% |
| 3Y | +258.1% | +86.1% | +172.0% | +157.3% |
| 5Y | +85.5% | -10.0% | +95.6% | +76.3% |
| All | +501.4% | +386.8% | +114.6% | +123.0% |
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