+442.2%
MTZ vs CFG
+230.2%
+212.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.1% |
| 7D | -8.7% | +0.7% | -9.4% | -9.2% |
| 30D | -15.0% | +2.8% | -17.7% | -16.5% |
| 3M | -32.6% | -10.1% | -22.5% | -28.8% |
| 6M | -56.3% | +3.2% | -59.5% | -57.7% |
| YTD | -16.8% | +14.2% | -31.0% | -24.2% |
| 1Y | -10.0% | +27.4% | -37.4% | -23.0% |
| 3Y | +267.1% | +187.6% | +79.5% | +92.8% |
| 5Y | +89.9% | +65.7% | +24.2% | +30.0% |
| 10Y | +442.2% | +219.7% | +222.6% | +105.6% |
| All | +442.2% | +230.2% | +212.1% | +105.6% |
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