-38.3%
MTZ vs CF
-4.1%
-34.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -4.4% | -11.0% | -15.8% |
| 7D | -7.4% | -6.9% | -0.5% | -8.7% |
| 30D | -23.6% | -3.7% | -19.9% | -23.7% |
| 3M | -38.3% | -5.0% | -33.4% | -39.5% |
| All | -38.3% | -4.1% | -34.3% | -39.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling