-46.9%
CPNG vs MTZ
-14.7%
-32.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -15.4% | +27.3% | +13.2% |
| 7D | +20.8% | -7.4% | +28.2% | +20.5% |
| 30D | +20.1% | -23.6% | +43.7% | +23.2% |
| 3M | +1.6% | -38.3% | +39.9% | +7.3% |
| 6M | -15.8% | -60.6% | +44.8% | -4.9% |
| YTD | -27.7% | -22.9% | -4.8% | -28.6% |
| 1Y | -46.9% | -14.3% | -32.7% | -50.6% |
| All | -46.9% | -14.7% | -32.3% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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