+5.6%
CNC vs MTZ
+168.2%
-162.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -2.0% | +1.4% |
| 7D | -0.9% | +1.4% | -2.3% | -1.0% |
| 30D | -1.0% | -14.5% | +13.5% | -0.3% |
| 3M | +4.5% | -32.9% | +37.5% | +6.1% |
| 6M | +85.2% | -20.8% | +106.1% | +85.3% |
| YTD | +61.4% | +10.6% | +50.8% | +57.5% |
| 1Y | +94.9% | +27.1% | +67.8% | +88.5% |
| 3Y | 0.0% | +166.1% | -166.1% | -9.1% |
| All | +5.6% | +168.2% | -162.6% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling