-8.5%
MTZ vs CNP
+6.6%
-15.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -4.7% |
| 7D | -8.7% | -3.0% | -5.7% | -7.8% |
| 30D | -15.0% | +6.8% | -21.8% | -15.4% |
| 3M | -32.6% | +3.6% | -36.2% | -32.7% |
| 6M | -56.3% | 0.0% | -56.3% | -56.6% |
| YTD | -16.8% | +9.4% | -26.2% | -15.3% |
| All | -8.5% | +6.6% | -15.1% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling