+1,920.4%
MTZ vs CF
+5,948.3%
-4,027.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.4% | +3.2% |
| 7D | -1.6% | +6.0% | -7.6% | -3.6% |
| 30D | -11.1% | +14.8% | -25.9% | -15.6% |
| 3M | -36.7% | +14.1% | -50.8% | -40.2% |
| 6M | -21.9% | +28.5% | -50.5% | -31.3% |
| YTD | +9.1% | +74.9% | -65.8% | -14.5% |
| 1Y | +30.0% | +61.7% | -31.7% | +4.2% |
| 3Y | +138.5% | +80.3% | +58.1% | +78.2% |
| 5Y | +158.3% | +226.0% | -67.6% | +43.9% |
| 10Y | +700.8% | +569.9% | +130.9% | +233.0% |
| All | +1,920.4% | +5,948.3% | -4,027.9% | +239.8% |
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