+4,405.6%
CNC vs MTB
+541.5%
+3,864.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.5% |
| 7D | -1.0% | +2.8% | -3.8% | -1.9% |
| 30D | -1.8% | -4.2% | +2.4% | -0.4% |
| 3M | -0.7% | +7.8% | -8.5% | -3.2% |
| 6M | +47.9% | +14.8% | +33.1% | +41.3% |
| YTD | +56.9% | +20.8% | +36.2% | +47.0% |
| 1Y | +123.9% | +23.1% | +100.8% | +108.1% |
| 3Y | -1.3% | +114.8% | -116.1% | -26.8% |
| 5Y | +2.8% | +103.3% | -100.5% | -25.2% |
| 10Y | +90.9% | +173.0% | -82.1% | +16.1% |
| All | +4,405.6% | +541.5% | +3,864.1% | +1,954.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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