+593.1%
CEG vs MTZ
+94.1%
+499.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.3% |
| 7D | +12.1% | +5.0% | +7.1% | +10.0% |
| 30D | +0.2% | -6.0% | +6.2% | +2.2% |
| 3M | +0.7% | -36.1% | +36.8% | +19.7% |
| 6M | +2.2% | -56.9% | +59.1% | +39.9% |
| YTD | -20.3% | -15.9% | -4.4% | -19.8% |
| 1Y | -16.1% | -3.8% | -12.2% | -20.3% |
| 3Y | +134.7% | +272.3% | -137.6% | +61.6% |
| All | +593.1% | +94.1% | +499.0% | +398.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling