+171.2%
MTZ vs NVTS
-15.6%
+186.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.3% | -4.2% | +1.6% |
| 7D | -1.6% | +2.7% | -4.3% | -1.8% |
| 30D | -11.1% | -4.5% | -6.6% | -10.8% |
| 3M | -36.7% | -61.5% | +24.8% | -32.6% |
| 6M | -21.9% | +28.0% | -49.9% | -24.3% |
| YTD | +9.1% | +65.3% | -56.1% | +3.5% |
| 1Y | +30.0% | +113.0% | -83.0% | +20.2% |
| 3Y | +138.5% | +34.7% | +103.8% | +120.8% |
| All | +171.2% | -15.6% | +186.8% | +135.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling