-55.1%
MTZ vs NVMI
-34.5%
-20.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.6% | 0.0% | +1.9% |
| 7D | +12.9% | +15.3% | -2.5% | +3.9% |
| 30D | -8.5% | +0.1% | -8.6% | -9.2% |
| 3M | -30.6% | -14.0% | -16.6% | -24.9% |
| 6M | -55.1% | -35.2% | -19.9% | -45.9% |
| All | -55.1% | -34.5% | -20.6% | -45.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling