-6.0%
MTZ vs NVTS
+14.0%
-20.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +11.3% | -2.7% | +6.4% |
| 7D | -2.4% | +20.8% | -23.2% | -6.4% |
| 30D | -11.1% | -11.1% | 0.0% | -9.9% |
| 3M | -30.6% | -31.0% | +0.4% | -26.3% |
| 6M | -54.4% | -47.4% | -7.0% | -51.0% |
| YTD | -13.0% | +34.2% | -47.2% | -25.5% |
| All | -6.0% | +14.0% | -20.0% | -11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling