+431.9%
MTZ vs NVT
+712.1%
-280.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.2% | -0.5% |
| 7D | +2.3% | +7.0% | -4.7% | -2.4% |
| 30D | -10.3% | -2.3% | -8.0% | -8.9% |
| 3M | -31.8% | -3.1% | -28.8% | -31.0% |
| 6M | -19.2% | +47.0% | -66.2% | -38.8% |
| YTD | +10.7% | +56.2% | -45.5% | -20.1% |
| 1Y | +37.5% | +74.5% | -37.0% | -8.7% |
| 3Y | +162.4% | +184.0% | -21.7% | +17.6% |
| 5Y | +166.3% | +410.8% | -244.4% | -23.4% |
| All | +431.9% | +712.1% | -280.2% | +10.8% |
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