+166.4%
MTZ vs NTR
+40.7%
+125.7%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.3% | -2.2% |
| 7D | +2.3% | +0.5% | +1.7% | +2.1% |
| 30D | -10.3% | +21.7% | -32.0% | -14.7% |
| 3M | -31.8% | +22.8% | -54.6% | -35.4% |
| 6M | -19.2% | +8.2% | -27.4% | -21.3% |
| YTD | +10.7% | +32.9% | -22.2% | +0.3% |
| 1Y | +37.5% | +45.3% | -7.8% | +19.8% |
| All | +166.4% | +40.7% | +125.7% | +133.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling