+322.0%
CMG vs MTZ
+773.6%
-451.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.5% |
| 7D | -2.1% | +1.4% | -3.4% | -2.4% |
| 30D | +10.9% | -14.5% | +25.4% | +14.1% |
| 3M | +15.8% | -32.9% | +48.8% | +23.2% |
| 6M | +6.9% | -20.8% | +27.8% | +8.9% |
| YTD | -2.2% | +10.6% | -12.8% | -7.8% |
| 1Y | -7.1% | +27.1% | -34.2% | -15.3% |
| 3Y | -7.1% | +166.1% | -173.3% | -30.6% |
| 5Y | -4.8% | +170.7% | -175.5% | -31.2% |
| All | +322.0% | +773.6% | -451.6% | +128.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling