+492.6%
MTZ vs CG
+320.1%
+172.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +6.6% | +2.0% | +5.2% |
| 7D | -2.4% | +3.0% | -5.5% | -4.3% |
| 30D | -11.1% | +10.1% | -21.2% | -16.1% |
| 3M | -30.6% | -10.8% | -19.8% | -27.4% |
| 6M | -54.4% | -15.2% | -39.2% | -51.5% |
| YTD | -13.0% | -26.9% | +13.9% | -1.7% |
| 1Y | -5.7% | -17.0% | +11.4% | -0.5% |
| 3Y | +297.2% | +54.6% | +242.5% | +191.8% |
| 5Y | +95.9% | -16.7% | +112.6% | +89.5% |
| 10Y | +492.6% | +320.1% | +172.5% | +131.3% |
| All | +492.6% | +320.1% | +172.5% | +131.3% |
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