+753.2%
MTZ vs NI
+136.8%
+616.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | +2.3% | +1.3% | +1.0% | +1.7% |
| 30D | -10.3% | -0.3% | -10.0% | -10.1% |
| 3M | -31.8% | -9.5% | -22.4% | -29.0% |
| 6M | -19.2% | -10.2% | -8.9% | -15.5% |
| YTD | +10.7% | +1.8% | +8.9% | +9.8% |
| 1Y | +37.5% | +5.7% | +31.9% | +34.2% |
| 3Y | +162.4% | +69.6% | +92.7% | +110.3% |
| 5Y | +166.3% | +95.8% | +70.6% | +100.4% |
| 10Y | +753.2% | +145.1% | +608.1% | +547.9% |
| All | +753.2% | +136.8% | +616.4% | +547.9% |
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