+380.3%
MTZ vs NTR
+97.9%
+282.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +1.4% | -1.3% | +2.6% | +2.0% |
| 30D | -14.5% | +16.8% | -31.3% | -20.7% |
| 3M | -32.9% | +20.7% | -53.7% | -39.2% |
| 6M | -20.8% | +0.5% | -21.4% | -22.4% |
| YTD | +10.6% | +29.2% | -18.6% | -5.4% |
| 1Y | +27.1% | +39.6% | -12.5% | +3.5% |
| 3Y | +166.1% | +37.9% | +128.3% | +112.1% |
| 5Y | +170.7% | +47.1% | +123.6% | +72.9% |
| All | +380.3% | +97.9% | +282.4% | +112.5% |
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