+7.8%
CNH vs MTB
+118.5%
-110.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.6% | -5.0% | -5.2% |
| 7D | +8.8% | +2.8% | +6.0% | +7.2% |
| 30D | +24.7% | -4.2% | +28.8% | +27.7% |
| 3M | +27.3% | +7.8% | +19.5% | +21.9% |
| 6M | +23.2% | +14.8% | +8.3% | +13.9% |
| YTD | +48.9% | +20.8% | +28.2% | +33.7% |
| 1Y | +19.4% | +23.1% | -3.7% | +5.9% |
| 3Y | +7.8% | +114.8% | -107.1% | -30.3% |
| All | +7.8% | +118.5% | -110.8% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling