+303.9%
MTZ vs NVT
+488.5%
-184.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.8% |
| 7D | +5.0% | +8.0% | -3.0% | -0.1% |
| 30D | -6.0% | -24.8% | +18.8% | +12.1% |
| 3M | -36.1% | -32.4% | -3.7% | -18.5% |
| 6M | -56.9% | -33.5% | -23.4% | -45.0% |
| YTD | -15.9% | +13.2% | -29.1% | -26.1% |
| 1Y | -3.8% | +9.0% | -12.8% | -13.4% |
| 3Y | +272.3% | +129.4% | +142.9% | +89.2% |
| 5Y | +91.1% | +230.1% | -139.0% | -27.2% |
| All | +303.9% | +488.5% | -184.5% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 10y: compounded portfolio wealth divided by compounded NVT 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…
10y analysis · Full analysis span regression · 6 months rolling