+3,134.4%
MTZ vs NI
+5,092.7%
-1,958.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.8% | +2.4% |
| 7D | -1.6% | +2.0% | -3.6% | -2.4% |
| 30D | -11.1% | -3.5% | -7.5% | -9.7% |
| 3M | -36.7% | -9.1% | -27.6% | -34.2% |
| 6M | -21.9% | -11.8% | -10.1% | -17.8% |
| YTD | +9.1% | +1.1% | +8.0% | +8.5% |
| 1Y | +30.0% | +6.7% | +23.3% | +26.2% |
| 3Y | +138.5% | +71.1% | +67.4% | +89.5% |
| 5Y | +158.3% | +94.3% | +64.0% | +93.0% |
| 10Y | +700.8% | +135.8% | +565.0% | +432.3% |
| All | +3,134.4% | +5,092.7% | -1,958.3% | +803.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling