-1.5%
CNC vs MTZ
+151.6%
-153.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.5% | +5.6% | +2.1% |
| 7D | -3.9% | 0.0% | -3.8% | -3.9% |
| 30D | +0.8% | -14.8% | +15.6% | +1.0% |
| 3M | +0.1% | -30.8% | +30.9% | +0.4% |
| 6M | +79.7% | -22.6% | +102.3% | +78.7% |
| YTD | +58.9% | +6.8% | +52.1% | +55.8% |
| 1Y | +109.1% | +22.1% | +87.0% | +104.4% |
| All | -1.5% | +151.6% | -153.1% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling