+424.6%
MTZ vs CNH
+28.6%
+395.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.9% | -1.2% | -3.3% |
| 7D | -10.6% | -0.4% | -10.3% | -10.4% |
| 30D | -30.4% | -15.2% | -15.2% | -24.9% |
| 3M | -40.4% | +4.3% | -44.7% | -42.9% |
| 6M | -63.7% | +10.1% | -73.7% | -66.5% |
| YTD | -26.9% | +23.2% | -50.1% | -37.2% |
| 1Y | -20.2% | +8.5% | -28.6% | -27.3% |
| 3Y | +208.1% | +4.1% | +204.1% | +173.2% |
| 5Y | +69.4% | -17.8% | +87.2% | +64.8% |
| 10Y | +440.6% | +113.3% | +327.3% | +202.8% |
| All | +424.6% | +28.6% | +395.9% | +225.1% |
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 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