+197.1%
MTZ vs CRBG
+117.3%
+79.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.0% |
| 7D | +1.4% | +0.6% | +0.8% | +1.1% |
| 30D | -14.5% | +2.6% | -17.1% | -15.5% |
| 3M | -32.9% | +24.0% | -56.9% | -38.9% |
| 6M | -20.8% | +50.5% | -71.4% | -34.0% |
| YTD | +10.6% | +17.1% | -6.5% | +1.6% |
| 1Y | +27.1% | +5.9% | +21.2% | +22.0% |
| 3Y | +166.1% | +122.7% | +43.4% | +87.1% |
| All | +197.1% | +117.3% | +79.8% | +110.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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