+22.1%
MTZ vs NVMI
+32.0%
-9.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -2.4% |
| 7D | 0.0% | +3.8% | -3.8% | -2.0% |
| 30D | -14.8% | -7.6% | -7.3% | -11.1% |
| 3M | -30.8% | -28.0% | -2.8% | -19.2% |
| 6M | -22.6% | -15.3% | -7.3% | -17.4% |
| YTD | +6.8% | +11.5% | -4.6% | -2.3% |
| 1Y | +22.1% | +31.6% | -9.5% | +4.2% |
| All | +22.1% | +32.0% | -9.9% | +4.2% |
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