+86.4%
MTZ vs NVD
-98.6%
+185.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +10.9% | -15.2% | -1.9% |
| 7D | -8.7% | +43.9% | -52.6% | +0.1% |
| 30D | -15.0% | +74.0% | -89.0% | -2.3% |
| 3M | -32.6% | +48.3% | -80.9% | -24.4% |
| 6M | -56.3% | +30.3% | -86.7% | -51.3% |
| YTD | -16.8% | -12.9% | -3.9% | -13.4% |
| 1Y | -10.0% | -4.0% | -6.1% | -3.4% |
| 3Y | +267.1% | -98.5% | +365.6% | +160.9% |
| All | +86.4% | -98.6% | +185.1% | +35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling