-10.0%
MTZ vs NXT
-8.4%
-1.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.8% | +0.5% | -2.8% |
| 7D | -8.7% | +4.0% | -12.7% | -10.4% |
| 30D | -15.0% | +15.9% | -30.9% | -20.1% |
| 3M | -32.6% | -3.0% | -29.6% | -32.6% |
| 6M | -56.3% | -20.7% | -35.6% | -54.2% |
| YTD | -16.8% | +14.6% | -31.4% | -22.9% |
| 1Y | -10.0% | -7.1% | -3.0% | -12.0% |
| All | -10.0% | -8.4% | -1.7% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling