+739.9%
MTZ vs CAG
-36.5%
+776.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.4% | +5.2% | +3.9% |
| 7D | +3.6% | -5.3% | +8.8% | +4.0% |
| 30D | -9.6% | +1.0% | -10.6% | -9.8% |
| 3M | -31.9% | +17.4% | -49.3% | -33.1% |
| 6M | -13.8% | -16.8% | +3.0% | -12.0% |
| YTD | +13.3% | -6.8% | +20.0% | +13.8% |
| 1Y | +39.3% | -15.4% | +54.7% | +41.6% |
| 3Y | +168.3% | -37.1% | +205.4% | +180.5% |
| 5Y | +166.4% | -41.3% | +207.7% | +180.1% |
| 10Y | +739.9% | -35.5% | +775.4% | +726.4% |
| All | +739.9% | -36.5% | +776.4% | +726.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling