+714.5%
MTZ vs CG
+362.4%
+352.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +3.0% |
| 7D | -1.6% | -4.3% | +2.7% | +0.6% |
| 30D | -11.1% | -5.1% | -6.0% | -9.1% |
| 3M | -36.7% | +8.7% | -45.4% | -40.3% |
| 6M | -21.9% | -9.2% | -12.7% | -19.5% |
| YTD | +9.1% | -18.9% | +28.0% | +18.0% |
| 1Y | +30.0% | -25.6% | +55.6% | +46.9% |
| 3Y | +138.5% | +57.3% | +81.2% | +75.9% |
| 5Y | +158.3% | +10.2% | +148.2% | +115.2% |
| All | +714.5% | +362.4% | +352.1% | +228.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling