+2,274.1%
MTZ vs CAG
+602.0%
+1,672.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.7% | +11.3% | +9.9% |
| 7D | -6.4% | +5.8% | -12.2% | -7.8% |
| 30D | -22.1% | +16.4% | -38.4% | -25.0% |
| 3M | -32.7% | +3.8% | -36.5% | -33.7% |
| 6M | -59.8% | +10.8% | -70.6% | -61.2% |
| YTD | -19.9% | -5.8% | -14.1% | -20.4% |
| 1Y | -11.5% | -2.4% | -9.1% | -12.9% |
| 3Y | +258.1% | -33.4% | +291.5% | +275.9% |
| 5Y | +85.5% | -39.4% | +125.0% | +97.1% |
| 10Y | +492.2% | -37.5% | +529.7% | +498.8% |
| All | +2,274.1% | +602.0% | +1,672.1% | +1,452.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling