+983.5%
MTZ vs CG
+300.6%
+683.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -3.6% |
| 7D | -8.7% | +2.0% | -10.7% | -9.9% |
| 30D | -15.0% | +8.5% | -23.5% | -18.9% |
| 3M | -32.6% | -12.1% | -20.5% | -29.1% |
| 6M | -56.3% | -16.4% | -39.9% | -53.4% |
| YTD | -16.8% | -28.0% | +11.2% | -5.7% |
| 1Y | -10.0% | -18.9% | +8.9% | -4.1% |
| 3Y | +267.1% | +51.2% | +215.9% | +178.6% |
| 5Y | +89.9% | -15.9% | +105.7% | +82.8% |
| 10Y | +442.2% | +305.9% | +136.3% | +132.2% |
| All | +983.5% | +300.6% | +683.0% | +343.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling