+148.1%
MTZ vs NXT
+98.3%
+49.8%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.7% |
| 7D | -1.6% | -1.1% | -0.5% | -1.3% |
| 30D | -11.1% | -15.3% | +4.3% | -6.4% |
| 3M | -36.7% | -43.8% | +7.1% | -25.3% |
| 6M | -21.9% | -18.7% | -3.3% | -17.9% |
| YTD | +9.1% | -3.0% | +12.1% | +7.8% |
| 1Y | +30.0% | +22.7% | +7.2% | +18.5% |
| All | +148.1% | +98.3% | +49.8% | +78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling