+74.8%
MTZ vs CNP
+73.6%
+1.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.7% | +7.8% | +8.8% |
| 7D | -6.4% | -4.2% | -2.2% | -4.6% |
| 30D | -22.1% | +5.5% | -27.6% | -23.4% |
| 3M | -32.7% | +0.6% | -33.3% | -32.6% |
| 6M | -59.8% | -2.8% | -57.0% | -59.4% |
| YTD | -19.9% | +7.9% | -27.8% | -22.5% |
| 1Y | -11.5% | +6.7% | -18.1% | -14.0% |
| 3Y | +258.1% | +61.1% | +196.9% | +185.4% |
| All | +74.8% | +73.6% | +1.2% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling