+3,134.4%
MTZ vs NSC
+5,745.4%
-2,611.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.9% |
| 7D | -1.6% | -5.5% | +3.9% | +1.1% |
| 30D | -11.1% | -3.2% | -7.9% | -9.8% |
| 3M | -36.7% | +7.7% | -44.4% | -39.3% |
| 6M | -21.9% | +4.5% | -26.5% | -24.3% |
| YTD | +9.1% | +15.6% | -6.4% | +0.5% |
| 1Y | +30.0% | +19.8% | +10.1% | +17.5% |
| 3Y | +138.5% | +70.1% | +68.4% | +79.7% |
| 5Y | +158.3% | +46.1% | +112.2% | +106.6% |
| 10Y | +700.8% | +328.1% | +372.7% | +297.0% |
| All | +3,134.4% | +5,745.4% | -2,611.0% | +661.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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