-3.8%
MTZ vs CG
-25.8%
+22.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.4% |
| 7D | +5.0% | +0.2% | +4.8% | +5.0% |
| 30D | -6.0% | +11.2% | -17.2% | -8.1% |
| 3M | -36.1% | -22.1% | -14.0% | -32.9% |
| 6M | -56.9% | -17.9% | -38.9% | -54.8% |
| YTD | -15.9% | -31.3% | +15.4% | -10.5% |
| 1Y | -3.8% | -24.0% | +20.1% | -4.4% |
| All | -3.8% | -25.8% | +22.0% | -4.4% |
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