+168.3%
MTZ vs NVT
+193.5%
-25.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.2% | -0.4% | +1.1% |
| 7D | +3.6% | +10.4% | -6.8% | -2.9% |
| 30D | -9.6% | -1.3% | -8.4% | -8.9% |
| 3M | -31.9% | -0.6% | -31.3% | -32.2% |
| 6M | -13.8% | +53.8% | -67.6% | -35.2% |
| YTD | +13.3% | +60.2% | -46.9% | -17.6% |
| 1Y | +39.3% | +76.8% | -37.5% | -5.6% |
| 3Y | +168.3% | +191.2% | -22.9% | +22.6% |
| All | +168.3% | +193.5% | -25.2% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling