+74.8%
MTZ vs CRL
-10.4%
+85.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +7.8% | +1.7% | +7.5% |
| 7D | -6.4% | -6.1% | -0.3% | -4.8% |
| 30D | -22.1% | +12.4% | -34.5% | -24.4% |
| 3M | -32.7% | +27.1% | -59.8% | -37.0% |
| 6M | -59.8% | +85.7% | -145.5% | -66.4% |
| YTD | -19.9% | +69.2% | -89.1% | -31.9% |
| 1Y | -11.5% | +97.5% | -109.0% | -28.1% |
| 3Y | +258.1% | +86.1% | +172.0% | +184.4% |
| All | +74.8% | -10.4% | +85.2% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling