+93.5%
MTZ vs NDAQ
+68.2%
+25.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.2% | -1.8% |
| 7D | +16.5% | +1.7% | +14.8% | +15.7% |
| 30D | -10.2% | +16.2% | -26.4% | -16.1% |
| 3M | -34.2% | +14.0% | -48.1% | -38.1% |
| 6M | -56.0% | +22.3% | -78.2% | -60.4% |
| YTD | -14.8% | +13.0% | -27.8% | -20.9% |
| 1Y | -7.2% | +24.0% | -31.2% | -18.9% |
| 3Y | +275.8% | +117.1% | +158.7% | +135.8% |
| 5Y | +93.5% | +67.5% | +26.0% | +32.6% |
| All | +93.5% | +68.2% | +25.3% | +32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling