+153.8%
MTZ vs NVD
-99.2%
+252.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.9% | -0.1% | +4.7% |
| 7D | +3.6% | -7.7% | +11.2% | +1.7% |
| 30D | -9.6% | -5.8% | -3.9% | -10.1% |
| 3M | -31.9% | -23.2% | -8.7% | -34.3% |
| 6M | -13.8% | -49.7% | +35.9% | -22.9% |
| YTD | +13.3% | -47.7% | +60.9% | +3.3% |
| 1Y | +39.3% | -61.3% | +100.6% | +21.8% |
| 3Y | +168.3% | -99.2% | +267.5% | +70.4% |
| All | +153.8% | -99.2% | +252.9% | +61.1% |
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