-3.8%
MTZ vs CF
+50.1%
-53.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.2% |
| 7D | +5.0% | +4.8% | +0.2% | +5.9% |
| 30D | -6.0% | +4.7% | -10.7% | -5.2% |
| 3M | -36.1% | +7.4% | -43.5% | -35.1% |
| 6M | -56.9% | +0.6% | -57.5% | -56.5% |
| YTD | -15.9% | +64.1% | -80.0% | -6.1% |
| 1Y | -3.8% | +51.4% | -55.2% | +7.2% |
| All | -3.8% | +50.1% | -53.9% | +7.2% |
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