+501.4%
MTZ vs CFG
+242.7%
+258.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.9% | +10.5% | +10.1% |
| 7D | -6.4% | -0.9% | -5.5% | -6.2% |
| 30D | -22.1% | +1.1% | -23.1% | -22.9% |
| 3M | -32.7% | -12.0% | -20.7% | -28.1% |
| 6M | -59.8% | -2.2% | -57.6% | -59.8% |
| YTD | -19.9% | +11.4% | -31.3% | -26.1% |
| 1Y | -11.5% | +27.8% | -39.3% | -24.6% |
| 3Y | +258.1% | +173.3% | +84.8% | +92.7% |
| 5Y | +85.5% | +62.4% | +23.1% | +28.0% |
| All | +501.4% | +242.7% | +258.7% | +100.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling