+285.3%
MTZ vs NVMI
+204.2%
+81.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.6% | 0.0% | +2.6% |
| 7D | +12.9% | +15.3% | -2.5% | +6.1% |
| 30D | -8.5% | +0.1% | -8.6% | -8.7% |
| 3M | -30.6% | -14.0% | -16.6% | -26.1% |
| 6M | -55.1% | -35.2% | -19.9% | -46.8% |
| YTD | -13.0% | +3.7% | -16.7% | -15.1% |
| 1Y | -4.3% | +10.3% | -14.5% | -8.8% |
| All | +285.3% | +204.2% | +81.1% | +99.0% |
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