+714.5%
MTZ vs CNH
+165.6%
+548.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.0% | -1.9% | +0.1% |
| 7D | -1.6% | +23.3% | -24.9% | -11.9% |
| 30D | -11.1% | +33.5% | -44.5% | -24.0% |
| 3M | -36.7% | +32.7% | -69.4% | -46.1% |
| 6M | -21.9% | +22.2% | -44.1% | -31.4% |
| YTD | +9.1% | +57.7% | -48.6% | -16.9% |
| 1Y | +30.0% | +28.0% | +2.0% | +9.9% |
| 3Y | +138.5% | +11.5% | +126.9% | +107.7% |
| 5Y | +158.3% | +11.9% | +146.5% | +114.9% |
| All | +714.5% | +165.6% | +548.9% | +266.3% |
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