-4.3%
MTZ vs CNH
+31.1%
-35.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +4.1% |
| 7D | +12.9% | +6.7% | +6.2% | +11.1% |
| 30D | -8.5% | +7.2% | -15.8% | -10.1% |
| 3M | -30.6% | +17.5% | -48.1% | -34.3% |
| 6M | -55.1% | +15.0% | -70.1% | -57.2% |
| YTD | -13.0% | +36.8% | -49.7% | -19.4% |
| 1Y | -4.3% | +27.6% | -31.9% | -9.9% |
| All | -4.3% | +31.1% | -35.3% | -9.9% |
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