+68.0%
CNH vs MTB
+208.0%
-140.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.1% | +4.1% |
| 7D | +23.3% | +1.7% | +21.6% | +22.1% |
| 30D | +33.5% | -4.2% | +37.6% | +36.6% |
| 3M | +32.7% | +8.9% | +23.9% | +26.4% |
| 6M | +22.2% | +10.9% | +11.3% | +15.4% |
| YTD | +57.7% | +21.5% | +36.2% | +41.3% |
| 1Y | +28.0% | +21.9% | +6.1% | +14.1% |
| 3Y | +11.5% | +109.2% | -97.7% | -28.3% |
| 5Y | +11.9% | +102.0% | -90.1% | -29.6% |
| 10Y | +162.8% | +171.9% | -9.1% | +26.3% |
| All | +68.0% | +208.0% | -140.0% | -24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling