+1,253.8%
MTZ vs CF
+5,277.9%
-4,024.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.2% | -11.3% | -7.2% |
| 7D | -10.6% | +0.4% | -11.0% | -10.8% |
| 30D | -30.4% | +2.2% | -32.6% | -31.0% |
| 3M | -40.4% | +2.1% | -42.5% | -41.5% |
| 6M | -63.7% | -6.5% | -57.1% | -63.6% |
| YTD | -26.9% | +55.6% | -82.4% | -40.7% |
| 1Y | -20.2% | +42.3% | -62.5% | -33.4% |
| 3Y | +208.1% | +55.7% | +152.4% | +141.6% |
| 5Y | +69.4% | +122.4% | -53.1% | +8.4% |
| 10Y | +440.6% | +568.5% | -127.9% | +125.3% |
| All | +1,253.8% | +5,277.9% | -4,024.1% | +135.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling