-11.5%
MTZ vs CNH
+11.5%
-22.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.8% | +6.8% | +9.0% |
| 7D | -6.4% | -1.7% | -4.7% | -6.1% |
| 30D | -22.1% | -7.2% | -14.8% | -21.0% |
| 3M | -32.7% | +6.5% | -39.2% | -34.5% |
| 6M | -59.8% | +7.9% | -67.7% | -61.0% |
| YTD | -19.9% | +26.6% | -46.5% | -22.8% |
| 1Y | -11.5% | +13.8% | -25.2% | -14.5% |
| All | -11.5% | +11.5% | -22.9% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling