+631.2%
MTZ vs CRL
+1,379.5%
-748.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.7% |
| 7D | -1.6% | -1.0% | -0.6% | -1.3% |
| 30D | -11.1% | +10.7% | -21.7% | -14.2% |
| 3M | -36.7% | +55.3% | -92.0% | -46.0% |
| 6M | -21.9% | +60.7% | -82.6% | -35.1% |
| YTD | +9.1% | +44.6% | -35.5% | -6.6% |
| 1Y | +30.0% | +77.7% | -47.8% | +2.8% |
| 3Y | +138.5% | +37.6% | +100.8% | +95.4% |
| 5Y | +158.3% | -35.8% | +194.2% | +165.7% |
| 10Y | +700.8% | +241.7% | +459.0% | +338.7% |
| All | +631.2% | +1,379.5% | -748.3% | +195.8% |
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