+166.4%
MTZ vs NI
+100.2%
+66.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +3.1% |
| 7D | +3.6% | +2.3% | +1.3% | +2.3% |
| 30D | -9.6% | -1.7% | -8.0% | -8.8% |
| 3M | -31.9% | -8.0% | -23.9% | -29.2% |
| 6M | -13.8% | -8.6% | -5.2% | -10.0% |
| YTD | +13.3% | +2.3% | +10.9% | +11.7% |
| 1Y | +39.3% | +6.9% | +32.3% | +34.2% |
| 3Y | +168.3% | +70.6% | +97.8% | +107.2% |
| 5Y | +166.4% | +96.4% | +70.0% | +99.3% |
| All | +166.4% | +100.2% | +66.2% | +99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling