+116.2%
MTZ vs NVTS
-31.5%
+147.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +11.3% | -2.7% | +7.7% |
| 7D | -2.4% | +20.8% | -23.2% | -4.1% |
| 30D | -11.1% | -11.1% | 0.0% | -10.6% |
| 3M | -30.6% | -31.0% | +0.4% | -28.8% |
| 6M | -54.4% | -47.4% | -7.0% | -52.8% |
| YTD | -13.0% | +34.2% | -47.2% | -16.5% |
| 1Y | -5.7% | +22.2% | -27.9% | -9.1% |
| 3Y | +297.2% | +68.4% | +228.8% | +253.2% |
| 5Y | +95.9% | -39.0% | +134.9% | +67.3% |
| All | +116.2% | -31.5% | +147.6% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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