-10.0%
MTZ vs NI
+7.1%
-17.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.9% | -4.6% |
| 7D | -8.7% | +1.5% | -10.2% | -9.5% |
| 30D | -15.0% | +11.9% | -26.8% | -20.7% |
| 3M | -32.6% | +9.1% | -41.7% | -36.1% |
| 6M | -56.3% | -1.8% | -54.6% | -56.3% |
| YTD | -16.8% | +11.4% | -28.2% | -24.8% |
| 1Y | -10.0% | +6.4% | -16.4% | -15.2% |
| All | -10.0% | +7.1% | -17.1% | -15.2% |
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