+766.7%
MTZ vs NBIX
+219.9%
+546.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.8% | +3.6% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | -14.5% | -0.2% | -14.3% | -14.5% |
| 3M | -32.9% | -4.0% | -29.0% | -32.1% |
| 6M | -20.8% | +20.6% | -41.4% | -24.0% |
| YTD | +10.6% | +10.1% | +0.5% | +8.2% |
| 1Y | +27.1% | +8.8% | +18.3% | +24.3% |
| 3Y | +166.1% | +42.5% | +123.7% | +138.3% |
| 5Y | +170.7% | +61.5% | +109.2% | +131.4% |
| All | +766.7% | +219.9% | +546.8% | +575.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NBIX.
Daily Out/Under-Performance
Portfolio return minus NBIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NBIX 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 10y: compounded portfolio wealth divided by compounded NBIX 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…
10y analysis · Full analysis span regression · 6 months rolling