+272.3%
MTZ vs CNI
+21.4%
+250.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | +5.0% | +2.5% | +2.5% | +4.1% |
| 30D | -6.0% | +6.1% | -12.1% | -8.3% |
| 3M | -36.1% | +0.1% | -36.2% | -36.3% |
| 6M | -56.9% | +14.9% | -71.8% | -59.9% |
| YTD | -15.9% | +30.9% | -46.8% | -26.8% |
| 1Y | -3.8% | +33.9% | -37.8% | -17.3% |
| 3Y | +272.3% | +20.2% | +252.1% | +236.1% |
| All | +272.3% | +21.4% | +250.8% | +236.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling