+398.0%
MTZ vs CNH
+106.0%
+292.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.0% |
| 7D | +5.0% | +3.0% | +2.0% | +3.5% |
| 30D | -6.0% | -0.6% | -5.4% | -5.7% |
| 3M | -36.1% | +14.6% | -50.7% | -41.6% |
| 6M | -56.9% | +11.8% | -68.6% | -60.5% |
| YTD | -15.9% | +30.4% | -46.3% | -30.2% |
| 1Y | -3.8% | +19.1% | -22.9% | -16.5% |
| 3Y | +272.3% | +30.2% | +242.1% | +191.5% |
| 5Y | +91.1% | -17.8% | +108.9% | +86.4% |
| All | +398.0% | +106.0% | +292.0% | +159.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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