+144.5%
MTZ vs NVD
-99.2%
+243.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +1.8% |
| 7D | -1.6% | -11.1% | +9.5% | -4.1% |
| 30D | -11.1% | -13.3% | +2.2% | -13.0% |
| 3M | -36.7% | -19.8% | -16.9% | -38.2% |
| 6M | -21.9% | -48.8% | +26.8% | -29.8% |
| YTD | +9.1% | -49.7% | +58.8% | -1.2% |
| 1Y | +30.0% | -61.4% | +91.3% | +13.7% |
| 3Y | +138.5% | -99.1% | +237.6% | +52.6% |
| All | +144.5% | -99.2% | +243.7% | +54.0% |
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