-10.7%
CMG vs MTZ
+30.9%
-41.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -1.7% |
| 7D | -2.8% | -1.6% | -1.2% | -2.8% |
| 30D | +7.1% | -11.1% | +18.2% | +7.6% |
| 3M | +31.2% | -36.7% | +67.9% | +31.0% |
| 6M | +0.7% | -21.9% | +22.6% | -3.4% |
| YTD | -0.1% | +9.1% | -9.2% | -9.3% |
| 1Y | -10.7% | +30.0% | -40.7% | -19.0% |
| All | -10.7% | +30.9% | -41.6% | -19.0% |
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 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