+30.0%
MTZ vs NI
+1.4%
+28.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.8% | +2.5% |
| 7D | -1.6% | +2.0% | -3.6% | -2.7% |
| 30D | -11.1% | -3.5% | -7.5% | -9.4% |
| 3M | -36.7% | -9.1% | -27.6% | -34.1% |
| 6M | -21.9% | -11.8% | -10.1% | -17.0% |
| YTD | +9.1% | +1.1% | +8.0% | +8.5% |
| 1Y | +30.0% | +6.7% | +23.3% | +27.1% |
| All | +30.0% | +1.4% | +28.6% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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