+95.0%
MTZ vs CFG
+61.7%
+33.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.6% |
| 7D | +5.0% | +3.2% | +1.8% | +3.5% |
| 30D | -6.0% | +5.1% | -11.1% | -8.6% |
| 3M | -36.1% | -11.2% | -24.9% | -32.4% |
| 6M | -56.9% | +9.6% | -66.4% | -59.3% |
| YTD | -15.9% | +15.0% | -30.9% | -23.0% |
| 1Y | -3.8% | +29.9% | -33.7% | -17.5% |
| 3Y | +272.3% | +192.1% | +80.2% | +110.1% |
| All | +95.0% | +61.7% | +33.3% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling