+598.5%
CEG vs MTZ
+96.5%
+502.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.2% | +4.9% | +3.7% |
| 7D | +17.8% | +16.5% | +1.4% | +10.7% |
| 30D | -4.5% | -10.2% | +5.7% | -0.8% |
| 3M | +1.5% | -34.2% | +35.6% | +19.1% |
| 6M | -3.5% | -56.0% | +52.4% | +30.8% |
| YTD | -19.7% | -14.8% | -4.9% | -19.6% |
| 1Y | -19.8% | -7.2% | -12.5% | -22.5% |
| 3Y | +136.4% | +275.8% | -139.3% | +62.1% |
| All | +598.5% | +96.5% | +502.0% | +399.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 10y: compounded portfolio wealth divided by compounded MTZ 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…
10y analysis · Full analysis span regression · 6 months rolling