+766.7%
MTZ vs NVMI
+3,158.6%
-2,392.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +2.0% | +2.9% |
| 7D | +1.4% | -0.1% | +1.4% | +1.4% |
| 30D | -14.5% | -8.4% | -6.1% | -11.3% |
| 3M | -32.9% | -33.6% | +0.6% | -21.2% |
| 6M | -20.8% | -14.7% | -6.2% | -16.4% |
| YTD | +10.6% | +13.2% | -2.6% | +4.0% |
| 1Y | +27.1% | +29.0% | -1.9% | +13.3% |
| 3Y | +166.1% | +215.0% | -48.8% | +58.3% |
| 5Y | +170.7% | +268.6% | -97.9% | +45.5% |
| All | +766.7% | +3,158.6% | -2,392.0% | +178.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling