+30.0%
MTZ vs CNI
+29.8%
+0.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +2.0% | +2.1% |
| 7D | -1.6% | -2.1% | +0.5% | -1.3% |
| 30D | -11.1% | -3.3% | -7.8% | -10.6% |
| 3M | -36.7% | +3.8% | -40.5% | -37.6% |
| 6M | -21.9% | +12.7% | -34.6% | -25.5% |
| YTD | +9.1% | +26.3% | -17.2% | +4.6% |
| 1Y | +30.0% | +29.9% | +0.1% | +26.1% |
| All | +30.0% | +29.8% | +0.2% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling