-56.0%
MTZ vs CNI
+16.8%
-72.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.3% | -2.1% |
| 7D | +16.5% | +1.0% | +15.4% | +16.7% |
| 30D | -10.2% | +7.5% | -17.7% | -7.3% |
| 3M | -34.2% | +1.7% | -35.9% | -33.2% |
| 6M | -56.0% | +15.4% | -71.4% | -56.8% |
| All | -56.0% | +16.8% | -72.8% | -56.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling