-3.8%
MTZ vs CRL
+99.6%
-103.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -1.1% |
| 7D | +5.0% | +0.1% | +4.9% | +5.0% |
| 30D | -6.0% | +11.9% | -17.9% | -7.2% |
| 3M | -36.1% | +20.2% | -56.3% | -37.6% |
| 6M | -56.9% | +107.5% | -164.4% | -61.6% |
| YTD | -15.9% | +69.4% | -85.3% | -24.2% |
| 1Y | -3.8% | +99.7% | -103.6% | -18.7% |
| All | -3.8% | +99.6% | -103.4% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling