+83.5%
MTZ vs NXT
+246.1%
-162.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +5.3% | +4.2% | +8.0% |
| 7D | -6.4% | +32.2% | -38.7% | -14.7% |
| 30D | -22.1% | +21.9% | -44.0% | -27.3% |
| 3M | -32.7% | +6.6% | -39.3% | -34.8% |
| 6M | -59.8% | -16.8% | -43.0% | -58.6% |
| YTD | -19.9% | +20.4% | -40.3% | -26.7% |
| 1Y | -11.5% | -1.5% | -9.9% | -14.7% |
| 3Y | +258.1% | +182.4% | +75.7% | +137.5% |
| All | +83.5% | +246.1% | -162.6% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling