-69.3%
CPNG vs MTZ
+149.0%
-218.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.5% | -0.5% | +2.2% |
| 7D | -1.1% | +1.4% | -2.5% | -1.5% |
| 30D | -7.4% | -14.5% | +7.1% | -4.0% |
| 3M | -12.3% | -32.9% | +20.6% | -5.1% |
| 6M | -19.4% | -20.8% | +1.4% | -16.7% |
| YTD | -35.9% | +10.6% | -46.5% | -39.8% |
| 1Y | -53.4% | +27.1% | -80.5% | -58.1% |
| 3Y | -20.0% | +166.1% | -186.1% | -44.5% |
| 5Y | -49.6% | +170.7% | -220.2% | -67.6% |
| All | -69.3% | +149.0% | -218.3% | -80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling