+28.0%
CNH vs MTB
+23.4%
+4.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.1% |
| 7D | +23.3% | +1.7% | +21.6% | +21.8% |
| 30D | +33.5% | -4.2% | +37.6% | +37.4% |
| 3M | +32.7% | +8.9% | +23.9% | +24.6% |
| 6M | +22.2% | +10.9% | +11.3% | +12.3% |
| YTD | +57.7% | +21.5% | +36.2% | +37.6% |
| 1Y | +28.0% | +21.9% | +6.1% | +9.1% |
| All | +28.0% | +23.4% | +4.6% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling