+2,265.5%
MTZ vs NDAQ
+2,593.6%
-328.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.3% | +9.3% | +9.4% |
| 7D | -6.4% | +0.8% | -7.3% | -6.8% |
| 30D | -22.1% | +16.5% | -38.6% | -26.4% |
| 3M | -32.7% | +13.5% | -46.2% | -35.9% |
| 6M | -59.8% | +20.9% | -80.7% | -63.0% |
| YTD | -19.9% | +11.4% | -31.3% | -24.8% |
| 1Y | -11.5% | +25.9% | -37.4% | -20.4% |
| 3Y | +258.1% | +119.9% | +138.2% | +166.6% |
| 5Y | +85.5% | +61.7% | +23.8% | +52.1% |
| 10Y | +492.2% | +481.6% | +10.6% | +219.8% |
| All | +2,265.5% | +2,593.6% | -328.1% | +715.9% |
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