+3,122.7%
MTZ vs NDAQ
+2,327.9%
+794.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.8% |
| 7D | -1.6% | -2.4% | +0.9% | -0.8% |
| 30D | -11.1% | +2.5% | -13.5% | -11.9% |
| 3M | -36.7% | +9.9% | -46.6% | -39.4% |
| 6M | -21.9% | +9.4% | -31.4% | -25.5% |
| YTD | +9.1% | +0.4% | +8.7% | +6.7% |
| 1Y | +30.0% | +4.0% | +25.9% | +25.4% |
| 3Y | +138.5% | +94.4% | +44.1% | +86.4% |
| 5Y | +158.3% | +56.7% | +101.6% | +115.1% |
| 10Y | +700.8% | +375.3% | +325.5% | +364.3% |
| All | +3,122.7% | +2,327.9% | +794.8% | +1,058.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling