+94.9%
MTZ vs NVD
-98.8%
+193.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +8.7% | -0.1% | +10.5% |
| 7D | -2.4% | +23.8% | -26.2% | +3.3% |
| 30D | -11.1% | +57.0% | -68.1% | -0.4% |
| 3M | -30.6% | +41.6% | -72.2% | -23.1% |
| 6M | -54.4% | +17.6% | -71.9% | -50.4% |
| YTD | -13.0% | -21.4% | +8.4% | -11.7% |
| 1Y | -5.7% | -23.3% | +17.6% | -3.7% |
| 3Y | +297.2% | -98.7% | +395.8% | +174.9% |
| All | +94.9% | -98.8% | +193.6% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling