+436.7%
MTZ vs CRL
+1,630.9%
-1,194.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +7.8% | +1.7% | +6.9% |
| 7D | -6.4% | -6.1% | -0.3% | -4.2% |
| 30D | -22.1% | +12.4% | -34.5% | -25.3% |
| 3M | -32.7% | +27.1% | -59.8% | -38.4% |
| 6M | -59.8% | +85.7% | -145.5% | -68.2% |
| YTD | -19.9% | +69.2% | -89.1% | -35.4% |
| 1Y | -11.5% | +97.5% | -109.0% | -32.4% |
| 3Y | +258.1% | +86.1% | +172.0% | +162.8% |
| 5Y | +85.5% | -10.0% | +95.6% | +69.3% |
| 10Y | +492.2% | +395.0% | +97.2% | +185.6% |
| All | +436.7% | +1,630.9% | -1,194.1% | +104.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling