-59.8%
MTZ vs CNP
-5.0%
-54.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.7% | +7.8% | +8.7% |
| 7D | -6.4% | -4.2% | -2.2% | -4.8% |
| 30D | -22.1% | +5.5% | -27.6% | -21.5% |
| 3M | -32.7% | +0.6% | -33.3% | -32.4% |
| 6M | -59.8% | -2.8% | -57.0% | -60.9% |
| All | -59.8% | -5.0% | -54.8% | -60.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling