-4.3%
MTZ vs NVT
+5.7%
-9.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.8% | +0.8% | +2.2% |
| 7D | +12.9% | +3.5% | +9.4% | +10.1% |
| 30D | -8.5% | -28.2% | +19.6% | +10.9% |
| 3M | -30.6% | -30.1% | -0.6% | -14.6% |
| 6M | -55.1% | -32.5% | -22.6% | -44.1% |
| YTD | -13.0% | +15.2% | -28.2% | -24.5% |
| 1Y | -4.3% | +7.2% | -11.5% | -11.8% |
| All | -4.3% | +5.7% | -9.9% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling