+157.9%
MTZ vs CAG
-40.1%
+198.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.0% |
| 7D | -1.6% | -3.8% | +2.2% | -2.1% |
| 30D | -11.1% | +3.1% | -14.2% | -10.7% |
| 3M | -36.7% | +23.5% | -60.2% | -34.7% |
| 6M | -21.9% | -14.8% | -7.1% | -22.2% |
| YTD | +9.1% | -5.4% | +14.6% | +10.0% |
| 1Y | +30.0% | -11.8% | +41.8% | +30.4% |
| 3Y | +138.5% | -36.7% | +175.1% | +134.2% |
| All | +157.9% | -40.1% | +198.0% | +158.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling