+157.9%
MTZ vs CF
+227.0%
-69.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.4% | +2.5% |
| 7D | -1.6% | +6.0% | -7.6% | -2.3% |
| 30D | -11.1% | +14.8% | -25.9% | -12.8% |
| 3M | -36.7% | +14.1% | -50.8% | -38.0% |
| 6M | -21.9% | +28.5% | -50.5% | -26.4% |
| YTD | +9.1% | +74.9% | -65.8% | -3.6% |
| 1Y | +30.0% | +61.7% | -31.7% | +16.4% |
| 3Y | +138.5% | +80.3% | +58.1% | +104.8% |
| All | +157.9% | +227.0% | -69.1% | +70.4% |
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