+260.2%
MTZ vs NVMI
+1,665.9%
-1,405.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -0.8% |
| 7D | +5.0% | +1.5% | +3.5% | +4.8% |
| 30D | -6.0% | -4.1% | -1.9% | -5.4% |
| 3M | -36.1% | -22.8% | -13.4% | -33.5% |
| 6M | -56.9% | -36.9% | -20.0% | -53.8% |
| YTD | -15.9% | -3.2% | -12.7% | -15.3% |
| 1Y | -3.8% | +7.1% | -10.9% | -4.5% |
| 3Y | +272.3% | +181.5% | +90.8% | +222.2% |
| 5Y | +91.1% | +141.2% | -50.1% | +67.0% |
| 10Y | +426.0% | +2,463.4% | -2,037.4% | +256.7% |
| All | +260.2% | +1,665.9% | -1,405.7% | +90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling