+37.5%
MTZ vs CAG
-16.0%
+53.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.3% | -2.5% |
| 7D | +2.3% | -6.6% | +8.9% | +0.3% |
| 30D | -10.3% | +2.3% | -12.6% | -9.6% |
| 3M | -31.8% | +16.3% | -48.1% | -27.8% |
| 6M | -19.2% | -16.0% | -3.1% | -20.7% |
| YTD | +10.7% | -7.7% | +18.4% | +13.2% |
| 1Y | +37.5% | -16.0% | +53.6% | +37.3% |
| All | +37.5% | -16.0% | +53.6% | +37.3% |
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