+88.4%
MTZ vs NVD
-98.5%
+187.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.9% | -5.2% | -0.4% |
| 7D | +5.0% | +28.6% | -23.6% | +11.5% |
| 30D | -6.0% | +73.6% | -79.6% | +8.0% |
| 3M | -36.1% | +70.1% | -106.2% | -26.0% |
| 6M | -56.9% | +53.6% | -110.4% | -50.0% |
| YTD | -15.9% | -7.0% | -8.9% | -10.9% |
| 1Y | -3.8% | -9.0% | +5.1% | +2.1% |
| 3Y | +272.3% | -98.3% | +370.6% | +169.2% |
| All | +88.4% | -98.5% | +187.0% | +38.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling