-14.3%
MTZ vs NVD
-27.4%
+13.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +6.5% | -21.9% | -14.0% |
| 7D | -7.4% | +15.0% | -22.4% | -4.4% |
| 30D | -23.6% | +39.3% | -62.9% | -17.6% |
| 3M | -38.3% | +3.1% | -41.4% | -36.5% |
| 6M | -60.6% | -19.0% | -41.6% | -60.4% |
| YTD | -22.9% | -35.5% | +12.6% | -25.9% |
| 1Y | -14.3% | -30.2% | +15.9% | -15.8% |
| All | -14.3% | -27.4% | +13.1% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 1y: compounded portfolio wealth divided by compounded NVD 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…
1y analysis · Full analysis span regression · 6 months rolling