+501.4%
MTZ vs CF
+561.7%
-60.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.7% | +8.8% | +9.3% |
| 7D | -6.4% | -3.2% | -3.3% | -5.4% |
| 30D | -22.1% | +4.3% | -26.4% | -23.3% |
| 3M | -32.7% | +2.8% | -35.5% | -34.1% |
| 6M | -59.8% | +0.6% | -60.4% | -60.8% |
| YTD | -19.9% | +56.6% | -76.5% | -37.2% |
| 1Y | -11.5% | +49.6% | -61.1% | -29.5% |
| 3Y | +258.1% | +61.5% | +196.6% | +164.6% |
| 5Y | +85.5% | +124.0% | -38.4% | +2.9% |
| All | +501.4% | +561.7% | -60.3% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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