+180.6%
CEG vs MTZ
+165.0%
+15.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | -1.8% |
| 7D | +6.7% | +3.6% | +3.1% | +4.9% |
| 30D | +11.0% | -9.6% | +20.6% | +16.1% |
| 3M | +19.5% | -31.9% | +51.4% | +39.4% |
| 6M | -5.9% | -13.8% | +7.9% | -5.2% |
| YTD | -15.0% | +13.3% | -28.2% | -27.4% |
| 1Y | +0.6% | +39.3% | -38.6% | -23.6% |
| 3Y | +180.6% | +168.3% | +12.3% | +94.0% |
| All | +180.6% | +165.0% | +15.6% | +94.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling