+4,534.0%
CNC vs MTZ
+4,117.7%
+416.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -2.0% | +1.1% |
| 7D | -0.9% | +1.4% | -2.3% | -1.2% |
| 30D | -1.0% | -14.5% | +13.5% | +1.1% |
| 3M | +4.5% | -32.9% | +37.5% | +9.4% |
| 6M | +85.2% | -20.8% | +106.1% | +88.0% |
| YTD | +61.4% | +10.6% | +50.8% | +55.5% |
| 1Y | +94.9% | +27.1% | +67.8% | +83.7% |
| 3Y | 0.0% | +166.1% | -166.1% | -18.7% |
| 5Y | +11.2% | +170.7% | -159.5% | -11.9% |
| 10Y | +98.7% | +752.2% | -653.5% | +25.1% |
| All | +4,534.0% | +4,117.7% | +416.2% | +1,908.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling