+524.4%
MTZ vs CNH
+42.8%
+481.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +3.7% |
| 7D | +12.9% | +6.7% | +6.2% | +9.6% |
| 30D | -8.5% | +7.2% | -15.8% | -11.6% |
| 3M | -30.6% | +17.5% | -48.1% | -37.2% |
| 6M | -55.1% | +15.0% | -70.1% | -59.3% |
| YTD | -13.0% | +36.8% | -49.7% | -28.9% |
| 1Y | -4.3% | +27.6% | -31.9% | -19.2% |
| 3Y | +284.0% | +34.3% | +249.7% | +200.7% |
| 5Y | +97.7% | -12.2% | +109.9% | +87.1% |
| 10Y | +444.4% | +113.9% | +330.5% | +203.4% |
| All | +524.4% | +42.8% | +481.5% | +268.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling