+111.6%
MTZ vs NVTS
-31.6%
+143.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.1% | +2.9% | -1.7% |
| 7D | +16.5% | +21.6% | -5.2% | +14.7% |
| 30D | -10.2% | -8.5% | -1.7% | -9.9% |
| 3M | -34.2% | -31.4% | -2.8% | -32.4% |
| 6M | -56.0% | -50.3% | -5.6% | -54.1% |
| YTD | -14.8% | +33.9% | -48.7% | -18.2% |
| 1Y | -7.2% | +10.6% | -17.9% | -10.0% |
| 3Y | +275.8% | +52.7% | +223.0% | +238.5% |
| 5Y | +93.5% | -48.5% | +142.0% | +61.6% |
| All | +111.6% | -31.6% | +143.3% | +86.1% |
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