+258.1%
MTZ vs CG
+47.3%
+210.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.7% | +10.2% | +9.8% |
| 7D | -6.4% | -1.2% | -5.2% | -6.3% |
| 30D | -22.1% | +5.0% | -27.1% | -24.5% |
| 3M | -32.7% | -18.2% | -14.5% | -26.8% |
| 6M | -59.8% | -20.7% | -39.1% | -55.9% |
| YTD | -19.9% | -31.4% | +11.5% | -6.4% |
| 1Y | -11.5% | -22.3% | +10.8% | -4.1% |
| 3Y | +258.1% | +50.2% | +207.9% | +194.8% |
| All | +258.1% | +47.3% | +210.8% | +194.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling