+89.9%
MTZ vs CNH
-9.2%
+99.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.4% | 0.0% | -2.6% |
| 7D | -8.7% | +4.5% | -13.2% | -10.2% |
| 30D | -15.0% | +7.6% | -22.6% | -17.5% |
| 3M | -32.6% | +17.0% | -49.6% | -37.9% |
| 6M | -56.3% | +12.9% | -69.3% | -59.5% |
| YTD | -16.8% | +34.3% | -51.1% | -29.5% |
| 1Y | -10.0% | +28.5% | -38.6% | -22.5% |
| 3Y | +267.1% | +31.9% | +235.3% | +196.1% |
| 5Y | +89.9% | -9.6% | +99.5% | +75.9% |
| All | +89.9% | -9.2% | +99.1% | +75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling