-14.3%
MTZ vs CFG
+34.2%
-48.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +2.4% | -17.8% | -16.2% |
| 7D | -7.4% | +1.8% | -9.2% | -8.1% |
| 30D | -23.6% | +3.3% | -26.9% | -24.7% |
| 3M | -38.3% | -9.8% | -28.5% | -35.5% |
| 6M | -60.6% | +5.2% | -65.8% | -62.0% |
| YTD | -22.9% | +16.1% | -39.0% | -31.2% |
| 1Y | -14.3% | +33.7% | -47.9% | -29.4% |
| All | -14.3% | +34.2% | -48.5% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling