+168.3%
MTZ vs NVMI
+212.4%
-44.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.4% | +3.2% |
| 7D | +3.6% | +11.7% | -8.1% | -1.4% |
| 30D | -9.6% | -4.0% | -5.6% | -8.0% |
| 3M | -31.9% | -25.8% | -6.2% | -23.2% |
| 6M | -13.8% | -8.3% | -5.5% | -11.3% |
| YTD | +13.3% | +14.8% | -1.6% | +6.0% |
| 1Y | +39.3% | +37.9% | +1.4% | +21.3% |
| 3Y | +168.3% | +216.3% | -47.9% | +65.4% |
| All | +168.3% | +212.4% | -44.1% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling