+3,257.0%
MTZ vs NTRS
+7,620.4%
-4,363.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.9% | +4.7% | +4.3% |
| 7D | +3.6% | +1.7% | +1.9% | +2.6% |
| 30D | -9.6% | +0.1% | -9.8% | -9.8% |
| 3M | -31.9% | +9.8% | -41.8% | -35.1% |
| 6M | -13.8% | +34.7% | -48.5% | -26.2% |
| YTD | +13.3% | +37.4% | -24.1% | -4.5% |
| 1Y | +39.3% | +48.2% | -8.9% | +13.0% |
| 3Y | +168.3% | +163.5% | +4.8% | +61.1% |
| 5Y | +166.4% | +88.2% | +78.2% | +83.8% |
| 10Y | +739.9% | +246.8% | +493.1% | +327.5% |
| All | +3,257.0% | +7,620.4% | -4,363.4% | +561.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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