+30.0%
MTZ vs NDAQ
+4.3%
+25.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +1.7% |
| 7D | -1.6% | -2.4% | +0.9% | -2.0% |
| 30D | -11.1% | +2.5% | -13.5% | -10.6% |
| 3M | -36.7% | +9.9% | -46.6% | -34.4% |
| 6M | -21.9% | +9.4% | -31.4% | -19.1% |
| YTD | +9.1% | +0.4% | +8.7% | +15.8% |
| 1Y | +30.0% | +4.0% | +25.9% | +34.4% |
| All | +30.0% | +4.3% | +25.7% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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