+74.8%
MTZ vs CYCU
-99.9%
+174.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +2.2% |
| 7D | -1.6% | -8.1% | +6.5% | -1.4% |
| 30D | -11.1% | -43.0% | +31.9% | -9.9% |
| 3M | -36.7% | -50.8% | +14.1% | -40.3% |
| 6M | -21.9% | -74.1% | +52.2% | -25.6% |
| YTD | +9.1% | -84.0% | +93.1% | +5.4% |
| 1Y | +30.0% | -92.2% | +122.2% | +22.4% |
| All | +74.8% | -99.9% | +174.7% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 CYCU 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