-70.0%
CPNG vs MTZ
+149.3%
-219.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.2% |
| 7D | -7.6% | +2.3% | -9.9% | -8.2% |
| 30D | -8.8% | -10.3% | +1.5% | -6.7% |
| 3M | -7.2% | -31.8% | +24.6% | +0.2% |
| 6M | -21.5% | -19.2% | -2.3% | -19.3% |
| YTD | -37.4% | +10.7% | -48.2% | -41.2% |
| 1Y | -54.3% | +37.5% | -91.9% | -59.9% |
| 3Y | -20.3% | +162.4% | -182.7% | -44.5% |
| 5Y | -51.2% | +166.3% | -217.5% | -68.7% |
| All | -70.0% | +149.3% | -219.3% | -81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling