-59.8%
MTZ vs CNH
+10.5%
-70.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.8% | +6.8% | +9.1% |
| 7D | -6.4% | -1.7% | -4.7% | -6.2% |
| 30D | -22.1% | -7.2% | -14.8% | -21.3% |
| 3M | -32.7% | +6.5% | -39.2% | -34.8% |
| 6M | -59.8% | +7.9% | -67.7% | -61.1% |
| All | -59.8% | +10.5% | -70.3% | -61.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling