-11.1%
MTZ vs NVT
-30.5%
+19.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +7.7% | +0.8% | +3.9% |
| 7D | -2.4% | -7.5% | +5.0% | +1.8% |
| 30D | -11.1% | -31.5% | +20.4% | +8.3% |
| All | -11.1% | -30.5% | +19.4% | +8.3% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling