+3,994.3%
CMG vs MTZ
+1,844.1%
+2,150.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.0% |
| 7D | -6.5% | +2.3% | -8.7% | -6.9% |
| 30D | +12.1% | -10.3% | +22.4% | +14.5% |
| 3M | +20.6% | -31.8% | +52.4% | +28.5% |
| 6M | +2.1% | -19.2% | +21.3% | +4.0% |
| YTD | -2.6% | +10.7% | -13.3% | -8.0% |
| 1Y | -8.7% | +37.5% | -46.2% | -18.2% |
| 3Y | -7.4% | +162.4% | -169.7% | -31.2% |
| 5Y | -5.7% | +166.3% | -172.0% | -32.0% |
| 10Y | +322.3% | +753.2% | -430.8% | +110.9% |
| All | +3,994.3% | +1,844.1% | +2,150.2% | +1,142.0% |
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 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