+402.7%
MTZ vs CFG
+351.2%
+51.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.1% | -2.0% | -3.4% |
| 7D | -10.6% | -2.2% | -8.5% | -9.8% |
| 30D | -30.4% | +0.4% | -30.8% | -30.8% |
| 3M | -40.4% | -12.6% | -27.8% | -36.0% |
| 6M | -63.7% | +0.6% | -64.3% | -64.3% |
| YTD | -26.9% | +12.4% | -39.3% | -32.9% |
| 1Y | -20.2% | +27.7% | -47.8% | -31.9% |
| 3Y | +208.1% | +172.4% | +35.8% | +65.7% |
| 5Y | +69.4% | +64.0% | +5.4% | +16.0% |
| 10Y | +440.6% | +252.8% | +187.8% | +105.3% |
| All | +402.7% | +351.2% | +51.5% | +59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling