+69.4%
MTZ vs CSGP
-62.1%
+131.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.6% | -3.5% | -4.9% |
| 7D | -10.6% | +13.9% | -24.5% | -12.6% |
| 30D | -30.4% | +16.0% | -46.4% | -32.9% |
| 3M | -40.4% | +6.1% | -46.5% | -41.8% |
| 6M | -63.7% | -8.2% | -55.5% | -63.6% |
| YTD | -26.9% | -52.3% | +25.5% | -12.0% |
| 1Y | -20.2% | -54.5% | +34.3% | -2.5% |
| 3Y | +208.1% | -58.6% | +266.7% | +281.3% |
| 5Y | +69.4% | -61.5% | +130.9% | +116.4% |
| All | +69.4% | -62.1% | +131.4% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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