+367.4%
MTZ vs NVMI
+1,967.2%
-1,599.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.5% | -3.4% | +1.3% |
| 7D | -1.6% | +6.6% | -8.2% | -2.5% |
| 30D | -11.1% | -7.5% | -3.6% | -10.0% |
| 3M | -36.7% | -28.5% | -8.2% | -33.4% |
| 6M | -21.9% | -15.7% | -6.2% | -19.9% |
| YTD | +9.1% | +13.3% | -4.2% | +7.3% |
| 1Y | +30.0% | +48.3% | -18.3% | +23.1% |
| 3Y | +138.5% | +191.2% | -52.8% | +104.4% |
| 5Y | +158.3% | +268.7% | -110.3% | +113.6% |
| 10Y | +700.8% | +3,034.8% | -2,334.0% | +427.8% |
| All | +367.4% | +1,967.2% | -1,599.9% | +140.9% |
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 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