+258.1%
MTZ vs CF
+57.7%
+200.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.7% | +8.8% | +9.5% |
| 7D | -6.4% | -3.2% | -3.3% | -6.3% |
| 30D | -22.1% | +4.3% | -26.4% | -22.1% |
| 3M | -32.7% | +2.8% | -35.5% | -32.9% |
| 6M | -59.8% | +0.6% | -60.4% | -60.0% |
| YTD | -19.9% | +56.6% | -76.5% | -27.5% |
| 1Y | -11.5% | +49.6% | -61.1% | -19.2% |
| 3Y | +258.1% | +61.5% | +196.6% | +205.0% |
| All | +258.1% | +57.7% | +200.4% | +205.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling