+268.3%
MTZ vs CRL
+102.5%
+165.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.1% | -2.2% | -3.8% |
| 7D | -8.7% | -1.7% | -7.0% | -8.1% |
| 30D | -15.0% | +14.6% | -29.5% | -17.6% |
| 3M | -32.6% | +24.8% | -57.4% | -36.2% |
| 6M | -56.3% | +94.7% | -151.0% | -63.3% |
| YTD | -16.8% | +73.4% | -90.2% | -28.7% |
| 1Y | -10.0% | +104.7% | -114.7% | -26.4% |
| All | +268.3% | +102.5% | +165.8% | +174.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling