-11.5%
MTZ vs CF
+46.5%
-58.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.7% | +8.8% | +9.7% |
| 7D | -6.4% | -3.2% | -3.3% | -7.0% |
| 30D | -22.1% | +4.3% | -26.4% | -21.4% |
| 3M | -32.7% | +2.8% | -35.5% | -32.2% |
| 6M | -59.8% | +0.6% | -60.4% | -59.5% |
| YTD | -19.9% | +56.6% | -76.5% | -12.1% |
| 1Y | -11.5% | +49.6% | -61.1% | -3.0% |
| All | -11.5% | +46.5% | -58.0% | -3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling