-14.3%
MTZ vs NVMI
-11.6%
-2.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -2.4% | -13.0% | -14.1% |
| 7D | -7.4% | -11.8% | +4.4% | -1.4% |
| 30D | -23.6% | -24.8% | +1.2% | -11.6% |
| 3M | -38.3% | -28.6% | -9.7% | -26.7% |
| 6M | -60.6% | -40.0% | -20.6% | -50.0% |
| YTD | -22.9% | -10.1% | -12.8% | -20.6% |
| 1Y | -14.3% | -9.8% | -4.5% | -12.1% |
| All | -14.3% | -11.6% | -2.7% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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