+110.5%
CNC vs MTZ
-14.7%
+125.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -15.4% | +28.0% | +10.8% |
| 7D | +13.4% | -7.4% | +20.8% | +12.1% |
| 30D | +18.2% | -23.6% | +41.8% | +15.8% |
| 3M | +18.6% | -38.3% | +56.9% | +15.4% |
| 6M | +41.9% | -60.6% | +102.5% | +36.1% |
| YTD | +84.7% | -22.9% | +107.6% | +65.4% |
| 1Y | +110.5% | -14.3% | +124.8% | +78.5% |
| All | +110.5% | -14.7% | +125.2% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 1y: compounded portfolio wealth divided by compounded MTZ 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…
1y analysis · Full analysis span regression · 6 months rolling