-53.4%
CPNG vs MTZ
+26.3%
-79.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.5% | -0.5% | +2.5% |
| 7D | -1.1% | +1.4% | -2.5% | -1.4% |
| 30D | -7.4% | -14.5% | +7.1% | -5.2% |
| 3M | -12.3% | -32.9% | +20.6% | -8.2% |
| 6M | -19.4% | -20.8% | +1.4% | -18.2% |
| YTD | -35.9% | +10.6% | -46.5% | -38.2% |
| 1Y | -53.4% | +27.1% | -80.5% | -55.4% |
| All | -53.4% | +26.3% | -79.7% | -55.4% |
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