+398.0%
MTZ vs NI
+197.8%
+200.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | +5.0% | +4.3% | +0.7% | +3.1% |
| 30D | -6.0% | +12.4% | -18.4% | -10.9% |
| 3M | -36.1% | +10.2% | -46.3% | -38.9% |
| 6M | -56.9% | -0.8% | -56.1% | -56.9% |
| YTD | -15.9% | +13.2% | -29.1% | -20.6% |
| 1Y | -3.8% | +10.1% | -13.9% | -8.1% |
| 3Y | +272.3% | +103.1% | +169.2% | +174.9% |
| 5Y | +91.1% | +115.5% | -24.5% | +36.5% |
| All | +398.0% | +197.8% | +200.2% | +247.8% |
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