+159.5%
MTZ vs NXT
+181.9%
-22.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.1% | +2.7% | +3.5% |
| 7D | +3.6% | +2.9% | +0.7% | +2.7% |
| 30D | -9.6% | -17.2% | +7.6% | -4.4% |
| 3M | -31.9% | -32.0% | +0.1% | -23.8% |
| 6M | -13.8% | -15.8% | +1.9% | -10.3% |
| YTD | +13.3% | -1.9% | +15.2% | +11.6% |
| 1Y | +39.3% | +22.5% | +16.8% | +27.7% |
| 3Y | +168.3% | +100.5% | +67.8% | +97.5% |
| All | +159.5% | +181.9% | -22.4% | +76.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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