+30.0%
MTZ vs CAG
-13.1%
+43.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +1.9% |
| 7D | -1.6% | -3.8% | +2.2% | -2.6% |
| 30D | -11.1% | +3.1% | -14.2% | -10.2% |
| 3M | -36.7% | +23.5% | -60.2% | -31.8% |
| 6M | -21.9% | -14.8% | -7.1% | -23.3% |
| YTD | +9.1% | -5.4% | +14.6% | +12.2% |
| 1Y | +30.0% | -11.8% | +41.8% | +30.3% |
| All | +30.0% | -13.1% | +43.0% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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