+442.2%
MTZ vs NI
+181.4%
+260.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.9% | -4.6% |
| 7D | -8.7% | +1.5% | -10.2% | -9.4% |
| 30D | -15.0% | +11.9% | -26.8% | -19.3% |
| 3M | -32.6% | +9.1% | -41.7% | -35.2% |
| 6M | -56.3% | -1.8% | -54.6% | -56.2% |
| YTD | -16.8% | +11.4% | -28.2% | -20.9% |
| 1Y | -10.0% | +6.4% | -16.4% | -12.7% |
| 3Y | +267.1% | +98.2% | +168.9% | +173.9% |
| 5Y | +89.9% | +110.1% | -20.2% | +37.1% |
| 10Y | +442.2% | +189.0% | +253.3% | +281.0% |
| All | +442.2% | +181.4% | +260.8% | +281.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling