+626.9%
CEG vs MTZ
+155.6%
+471.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.8% |
| 7D | +1.3% | +2.3% | -0.9% | +0.4% |
| 30D | +8.8% | -10.3% | +19.1% | +13.4% |
| 3M | +17.0% | -31.8% | +48.8% | +33.0% |
| 6M | -8.7% | -19.2% | +10.5% | -4.4% |
| YTD | -16.4% | +10.7% | -27.2% | -24.3% |
| 1Y | -1.8% | +37.5% | -39.3% | -18.8% |
| 3Y | +175.8% | +162.4% | +13.4% | +92.9% |
| All | +626.9% | +155.6% | +471.4% | +370.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling