+30.0%
MTZ vs CG
-24.3%
+54.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.6% |
| 7D | -1.6% | -4.3% | +2.7% | -0.4% |
| 30D | -11.1% | -5.1% | -6.0% | -10.0% |
| 3M | -36.7% | +8.7% | -45.4% | -38.9% |
| 6M | -21.9% | -9.2% | -12.7% | -19.1% |
| YTD | +9.1% | -18.9% | +28.0% | +16.4% |
| 1Y | +30.0% | -25.6% | +55.6% | +44.1% |
| All | +30.0% | -24.3% | +54.2% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling