-14.3%
MTZ vs CG
-14.1%
-0.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +4.5% | -19.9% | -16.0% |
| 7D | -7.4% | +9.4% | -16.8% | -8.9% |
| 30D | -23.6% | +8.7% | -32.3% | -24.7% |
| 3M | -38.3% | -15.0% | -23.3% | -36.1% |
| 6M | -60.6% | -13.2% | -47.4% | -58.9% |
| YTD | -22.9% | -26.2% | +3.3% | -18.6% |
| 1Y | -14.3% | -14.1% | -0.2% | -16.2% |
| All | -14.3% | -14.1% | -0.2% | -16.2% |
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