+166.3%
MTZ vs NTR
+55.5%
+110.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.8% |
| 3M | -31.8% | +22.8% | -54.6% | -35.5% |
| 6M | -19.2% | +8.2% | -27.4% | -21.4% |
| YTD | +10.7% | +32.9% | -22.2% | +1.0% |
| 1Y | +37.5% | +45.3% | -7.8% | +21.6% |
| 3Y | +162.4% | +41.7% | +120.7% | +129.4% |
| 5Y | +166.3% | +49.8% | +116.5% | +97.6% |
| All | +166.3% | +55.5% | +110.8% | +97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling