+913.3%
MTZ vs CSGP
+3,520.0%
-2,606.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +4.0% | -19.4% | -16.5% |
| 7D | -7.4% | +18.3% | -25.7% | -12.0% |
| 30D | -23.6% | +17.8% | -41.4% | -28.2% |
| 3M | -38.3% | +9.3% | -47.6% | -41.1% |
| 6M | -60.6% | -7.9% | -52.7% | -61.2% |
| YTD | -22.9% | -51.5% | +28.7% | -9.4% |
| 1Y | -14.3% | -53.3% | +39.0% | +1.7% |
| 3Y | +225.0% | -57.9% | +282.8% | +291.9% |
| 5Y | +87.2% | -61.3% | +148.5% | +125.7% |
| 10Y | +470.1% | +77.5% | +392.6% | +328.6% |
| All | +913.3% | +3,520.0% | -2,606.7% | +195.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling