-6.0%
MTZ vs CNP
+6.5%
-12.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.4% | +8.2% | +8.4% |
| 7D | -2.4% | -4.3% | +1.9% | -1.1% |
| 30D | -11.1% | +5.7% | -16.8% | -11.2% |
| 3M | -30.6% | +0.9% | -31.5% | -30.4% |
| 6M | -54.4% | -1.1% | -53.3% | -54.5% |
| YTD | -13.0% | +8.3% | -21.3% | -10.9% |
| All | -6.0% | +6.5% | -12.5% | -1.3% |
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