+317.8%
MTZ vs NVT
+487.2%
-169.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +7.7% | +0.8% | +3.4% |
| 7D | -2.4% | -7.5% | +5.0% | +2.9% |
| 30D | -11.1% | -31.5% | +20.4% | +13.0% |
| 3M | -30.6% | -30.4% | -0.2% | -13.3% |
| 6M | -54.4% | -32.5% | -21.9% | -42.4% |
| YTD | -13.0% | +12.9% | -26.0% | -23.5% |
| 1Y | -5.7% | +3.7% | -9.4% | -12.2% |
| 3Y | +297.2% | +135.8% | +161.4% | +97.9% |
| 5Y | +95.9% | +232.7% | -136.8% | -25.8% |
| All | +317.8% | +487.2% | -169.4% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling