+23.9%
CNH vs MTB
+22.9%
+1.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +1.8% | +1.1% | +0.8% | +1.1% |
| 30D | +32.6% | -4.6% | +37.3% | +37.0% |
| 3M | +29.4% | +6.3% | +23.2% | +23.7% |
| 6M | +26.0% | +15.6% | +10.4% | +13.5% |
| YTD | +52.2% | +20.6% | +31.7% | +33.2% |
| 1Y | +23.9% | +22.5% | +1.3% | +6.0% |
| All | +23.9% | +22.9% | +1.0% | +6.0% |
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