+95.9%
MTZ vs NI
+110.6%
-14.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.1% | +6.5% | +7.5% |
| 7D | -2.4% | +0.4% | -2.9% | -2.7% |
| 30D | -11.1% | +11.3% | -22.4% | -16.2% |
| 3M | -30.6% | +6.5% | -37.1% | -33.0% |
| 6M | -54.4% | -2.3% | -52.1% | -54.1% |
| YTD | -13.0% | +10.8% | -23.8% | -17.9% |
| 1Y | -5.7% | +6.2% | -11.9% | -9.0% |
| 3Y | +297.2% | +98.7% | +198.5% | +182.6% |
| 5Y | +95.9% | +111.3% | -15.4% | +36.1% |
| All | +95.9% | +110.6% | -14.7% | +36.1% |
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