+160.7%
CNH vs MTB
+172.8%
-12.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +1.8% | +1.1% | +0.8% | +1.2% |
| 30D | +32.6% | -4.6% | +37.3% | +36.1% |
| 3M | +29.4% | +6.3% | +23.2% | +25.1% |
| 6M | +26.0% | +15.6% | +10.4% | +16.4% |
| YTD | +52.2% | +20.6% | +31.7% | +37.3% |
| 1Y | +23.9% | +22.5% | +1.3% | +10.5% |
| 3Y | +10.1% | +114.4% | -104.3% | -29.3% |
| 5Y | +13.2% | +101.9% | -88.7% | -27.9% |
| 10Y | +160.7% | +170.4% | -9.8% | +28.2% |
| All | +160.7% | +172.8% | -12.2% | +28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling