+501.4%
MTZ vs CNP
+138.0%
+363.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.7% | +7.8% | +8.7% |
| 7D | -6.4% | -4.2% | -2.2% | -4.3% |
| 30D | -22.1% | +5.5% | -27.6% | -23.8% |
| 3M | -32.7% | +0.6% | -33.3% | -32.7% |
| 6M | -59.8% | -2.8% | -57.0% | -59.4% |
| YTD | -19.9% | +7.9% | -27.8% | -22.9% |
| 1Y | -11.5% | +6.7% | -18.1% | -14.5% |
| 3Y | +258.1% | +61.1% | +196.9% | +180.5% |
| 5Y | +85.5% | +73.0% | +12.6% | +39.0% |
| All | +501.4% | +138.0% | +363.3% | +324.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 10y: compounded portfolio wealth divided by compounded CNP 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…
10y analysis · Full analysis span regression · 6 months rolling