-11.5%
MTZ vs NDAQ
+27.2%
-38.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.3% | +9.3% | +9.6% |
| 7D | -6.4% | +0.8% | -7.3% | -6.1% |
| 30D | -22.1% | +16.5% | -38.6% | -18.6% |
| 3M | -32.7% | +13.5% | -46.2% | -30.0% |
| 6M | -59.8% | +20.9% | -80.7% | -56.7% |
| YTD | -19.9% | +11.4% | -31.3% | -11.4% |
| 1Y | -11.5% | +25.9% | -37.4% | -10.8% |
| All | -11.5% | +27.2% | -38.7% | -10.8% |
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