-10.1%
CEG vs MTZ
+31.7%
-41.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.8% | -1.4% |
| 7D | +0.3% | 0.0% | +0.4% | +0.3% |
| 30D | +2.9% | -14.8% | +17.7% | +8.7% |
| 3M | +18.2% | -30.8% | +49.0% | +30.7% |
| 6M | -9.5% | -22.6% | +13.1% | -8.3% |
| YTD | -18.7% | +6.8% | -25.5% | -35.3% |
| 1Y | -10.1% | +22.1% | -32.3% | -39.9% |
| All | -10.1% | +31.7% | -41.8% | -39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling