+37.5%
MTZ vs NVD
-60.3%
+97.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -1.8% |
| 7D | +2.3% | +0.5% | +1.7% | +2.4% |
| 30D | -10.3% | -9.3% | -1.0% | -11.4% |
| 3M | -31.8% | -22.1% | -9.7% | -33.9% |
| 6M | -19.2% | -45.8% | +26.6% | -27.1% |
| YTD | +10.7% | -46.7% | +57.4% | +0.4% |
| 1Y | +37.5% | -59.5% | +97.0% | +17.3% |
| All | +37.5% | -60.3% | +97.9% | +17.3% |
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