-32.7%
MTZ vs NVTS
-27.5%
-5.2%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +9.5% | 0.0% | +7.3% |
| 7D | -6.4% | +1.5% | -8.0% | -7.7% |
| 30D | -22.1% | -23.8% | +1.7% | -14.8% |
| 3M | -32.7% | -30.6% | -2.1% | -23.3% |
| All | -32.7% | -27.5% | -5.2% | -23.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling