+69.4%
MTZ vs CF
+125.5%
-56.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.2% | -11.3% | -5.9% |
| 7D | -10.6% | +0.4% | -11.0% | -10.6% |
| 30D | -30.4% | +2.2% | -32.6% | -30.6% |
| 3M | -40.4% | +2.1% | -42.5% | -40.8% |
| 6M | -63.7% | -6.5% | -57.1% | -63.6% |
| YTD | -26.9% | +55.6% | -82.4% | -34.4% |
| 1Y | -20.2% | +42.3% | -62.5% | -27.1% |
| 3Y | +208.1% | +55.7% | +152.4% | +170.8% |
| 5Y | +69.4% | +122.4% | -53.1% | +27.6% |
| All | +69.4% | +125.5% | -56.1% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling