+297.2%
MTZ vs CNH
+32.9%
+264.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +10.9% | -2.3% | +5.0% |
| 7D | -2.4% | +8.6% | -11.0% | -4.9% |
| 30D | -11.1% | +12.6% | -23.7% | -14.4% |
| 3M | -30.6% | +17.5% | -48.1% | -35.2% |
| 6M | -54.4% | +18.1% | -72.5% | -57.6% |
| YTD | -13.0% | +40.4% | -53.4% | -25.1% |
| 1Y | -5.7% | +34.0% | -39.7% | -17.5% |
| 3Y | +297.2% | +35.3% | +261.9% | +229.8% |
| All | +297.2% | +32.9% | +264.2% | +229.8% |
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