+265.2%
MTZ vs NTR
+81.1%
+184.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +5.0% | -0.3% | +5.3% | +5.2% |
| 30D | -6.0% | +2.0% | -8.0% | -7.3% |
| 3M | -36.1% | +6.4% | -42.5% | -38.6% |
| 6M | -56.9% | +1.6% | -58.5% | -57.9% |
| YTD | -15.9% | +18.2% | -34.1% | -25.6% |
| 1Y | -3.8% | +23.9% | -27.8% | -17.3% |
| 3Y | +272.3% | +44.7% | +227.6% | +185.4% |
| 5Y | +91.1% | +21.3% | +69.8% | +37.2% |
| All | +265.2% | +81.1% | +184.1% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling