+161.4%
MTZ vs CNI
+11.3%
+150.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -3.0% | -3.2% |
| 7D | 0.0% | -1.1% | +1.1% | +0.6% |
| 30D | -14.8% | -3.5% | -11.3% | -13.3% |
| 3M | -30.8% | +2.2% | -33.0% | -32.1% |
| 6M | -22.6% | +15.1% | -37.7% | -29.1% |
| YTD | +6.8% | +24.7% | -17.9% | -6.5% |
| 1Y | +22.1% | +33.4% | -11.2% | +2.4% |
| 3Y | +153.1% | +19.5% | +133.6% | +122.9% |
| 5Y | +161.4% | +12.6% | +148.9% | +133.9% |
| All | +161.4% | +11.3% | +150.1% | +133.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling