-46.8%
CPNG vs MTZ
+30.9%
-77.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.7% |
| 7D | -7.4% | -1.6% | -5.9% | -7.2% |
| 30D | -4.4% | -11.1% | +6.6% | -3.1% |
| 3M | -7.5% | -36.7% | +29.2% | -2.6% |
| 6M | -19.9% | -21.9% | +2.0% | -18.1% |
| YTD | -35.2% | +9.1% | -44.3% | -35.9% |
| 1Y | -46.8% | +30.0% | -76.7% | -45.8% |
| All | -46.8% | +30.9% | -77.7% | -45.8% |
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