+181.5%
MTZ vs NVTS
-14.2%
+195.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.7% |
| 7D | +3.6% | +9.7% | -6.1% | +2.8% |
| 30D | -9.6% | -13.6% | +4.0% | -8.6% |
| 3M | -31.9% | -51.0% | +19.0% | -28.6% |
| 6M | -13.8% | +46.3% | -60.1% | -17.1% |
| YTD | +13.3% | +68.1% | -54.8% | +7.2% |
| 1Y | +39.3% | +113.9% | -74.6% | +28.7% |
| 3Y | +168.3% | +45.3% | +123.1% | +146.3% |
| All | +181.5% | -14.2% | +195.6% | +144.2% |
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