+492.6%
MTZ vs CFG
+248.3%
+244.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.9% | +5.6% | +6.9% |
| 7D | -2.4% | +0.3% | -2.7% | -2.8% |
| 30D | -11.1% | +3.2% | -14.3% | -13.0% |
| 3M | -30.6% | -9.7% | -20.9% | -26.9% |
| 6M | -54.4% | +3.6% | -58.0% | -55.9% |
| YTD | -13.0% | +14.7% | -27.7% | -20.9% |
| 1Y | -5.7% | +29.6% | -35.3% | -20.1% |
| 3Y | +297.2% | +190.6% | +106.6% | +107.2% |
| 5Y | +95.9% | +67.1% | +28.8% | +33.4% |
| 10Y | +492.6% | +237.0% | +255.6% | +114.4% |
| All | +492.6% | +248.3% | +244.4% | +114.4% |
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 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