+37.5%
MTZ vs NI
+6.3%
+31.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.9% |
| 7D | +2.3% | +1.3% | +1.0% | +1.5% |
| 30D | -10.3% | -0.3% | -10.0% | -10.1% |
| 3M | -31.8% | -9.5% | -22.4% | -28.6% |
| 6M | -19.2% | -10.2% | -8.9% | -14.8% |
| YTD | +10.7% | +1.8% | +8.9% | +9.3% |
| 1Y | +37.5% | +5.7% | +31.9% | +33.2% |
| All | +37.5% | +6.3% | +31.2% | +33.2% |
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