+148.1%
MTZ vs CNH
+9.6%
+138.5%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.0% | -1.9% | +0.7% |
| 7D | -1.6% | +23.3% | -24.9% | -8.7% |
| 30D | -11.1% | +33.5% | -44.5% | -20.1% |
| 3M | -36.7% | +32.7% | -69.4% | -43.2% |
| 6M | -21.9% | +22.2% | -44.1% | -28.2% |
| YTD | +9.1% | +57.7% | -48.6% | -9.7% |
| 1Y | +30.0% | +28.0% | +2.0% | +16.7% |
| All | +148.1% | +9.6% | +138.5% | +141.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling