+758.7%
MTZ vs CNI
+6,816.2%
-6,057.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.3% | -2.3% |
| 7D | +16.5% | +1.0% | +15.4% | +15.7% |
| 30D | -10.2% | +7.5% | -17.7% | -14.5% |
| 3M | -34.2% | +1.7% | -35.9% | -35.3% |
| 6M | -56.0% | +15.4% | -71.4% | -60.4% |
| YTD | -14.8% | +31.5% | -46.3% | -30.0% |
| 1Y | -7.2% | +32.8% | -40.0% | -24.3% |
| 3Y | +275.8% | +21.7% | +254.1% | +218.8% |
| 5Y | +93.5% | +8.7% | +84.8% | +74.0% |
| 10Y | +432.7% | +143.3% | +289.3% | +188.8% |
| All | +758.7% | +6,816.2% | -6,057.5% | +6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling