+3,134.4%
MTZ vs CNP
+1,826.3%
+1,308.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.3% |
| 7D | -1.6% | +1.1% | -2.7% | -1.9% |
| 30D | -11.1% | -1.8% | -9.3% | -10.6% |
| 3M | -36.7% | -4.6% | -32.1% | -36.0% |
| 6M | -21.9% | -8.8% | -13.1% | -20.2% |
| YTD | +9.1% | +5.2% | +3.9% | +7.3% |
| 1Y | +30.0% | +8.3% | +21.7% | +26.6% |
| 3Y | +138.5% | +54.9% | +83.6% | +109.0% |
| 5Y | +158.3% | +73.5% | +84.8% | +118.9% |
| 10Y | +700.8% | +139.1% | +561.7% | +512.1% |
| All | +3,134.4% | +1,826.3% | +1,308.1% | +1,305.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling