+157.9%
MTZ vs CFG
+101.4%
+56.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.2% |
| 7D | -1.6% | +1.5% | -3.1% | -2.4% |
| 30D | -11.1% | -3.8% | -7.3% | -9.2% |
| 3M | -36.7% | +11.5% | -48.2% | -40.5% |
| 6M | -21.9% | +19.2% | -41.1% | -29.1% |
| YTD | +9.1% | +23.7% | -14.6% | -3.3% |
| 1Y | +30.0% | +38.8% | -8.9% | +8.2% |
| 3Y | +138.5% | +178.9% | -40.4% | +37.7% |
| All | +157.9% | +101.4% | +56.5% | +57.5% |
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