-4.3%
MTZ vs CNP
+6.0%
-10.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.8% |
| 7D | +12.9% | -0.1% | +13.0% | +12.8% |
| 30D | -8.5% | +5.0% | -13.6% | -8.7% |
| 3M | -30.6% | +2.7% | -33.3% | -30.6% |
| 6M | -55.1% | -1.9% | -53.2% | -55.2% |
| YTD | -13.0% | +8.8% | -21.7% | -11.2% |
| 1Y | -4.3% | +5.6% | -9.9% | -0.1% |
| All | -4.3% | +6.0% | -10.3% | -0.1% |
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