+709.2%
MTZ vs CAG
-35.6%
+744.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.2% |
| 7D | -1.6% | -3.8% | +2.2% | -1.2% |
| 30D | -11.1% | +3.1% | -14.2% | -11.4% |
| 3M | -36.7% | +23.5% | -60.2% | -38.1% |
| 6M | -21.9% | -14.8% | -7.1% | -20.5% |
| YTD | +9.1% | -5.4% | +14.6% | +9.5% |
| 1Y | +30.0% | -11.8% | +41.8% | +31.4% |
| 3Y | +138.5% | -36.7% | +175.1% | +149.4% |
| 5Y | +158.3% | -40.3% | +198.6% | +171.1% |
| All | +709.2% | -35.6% | +744.8% | +695.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling