+373.9%
MTZ vs NTR
+100.5%
+273.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.8% |
| 7D | -1.6% | +8.1% | -9.7% | -5.3% |
| 30D | -11.1% | +18.8% | -29.8% | -18.4% |
| 3M | -36.7% | +16.2% | -52.9% | -41.5% |
| 6M | -21.9% | +9.8% | -31.7% | -26.9% |
| YTD | +9.1% | +30.9% | -21.7% | -7.2% |
| 1Y | +30.0% | +41.8% | -11.8% | +5.1% |
| 3Y | +138.5% | +35.8% | +102.7% | +91.8% |
| 5Y | +158.3% | +51.0% | +107.3% | +62.0% |
| All | +373.9% | +100.5% | +273.4% | +108.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling