+93.5%
MTZ vs CG
-21.9%
+115.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.3% | +2.1% | -0.2% |
| 7D | +16.5% | -1.5% | +18.0% | +17.3% |
| 30D | -10.2% | +5.7% | -15.9% | -13.1% |
| 3M | -34.2% | -17.9% | -16.3% | -28.7% |
| 6M | -56.0% | -20.2% | -35.8% | -52.0% |
| YTD | -14.8% | -32.0% | +17.2% | -1.2% |
| 1Y | -7.2% | -27.0% | +19.8% | +3.8% |
| 3Y | +275.8% | +42.8% | +233.0% | +199.6% |
| 5Y | +93.5% | -23.4% | +116.9% | +94.2% |
| All | +93.5% | -21.9% | +115.4% | +94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling