-21.9%
MTZ vs NXT
-16.4%
-5.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.6% |
| 7D | -1.6% | -1.1% | -0.5% | -1.1% |
| 30D | -11.1% | -15.3% | +4.3% | -4.4% |
| 3M | -36.7% | -43.8% | +7.1% | -23.1% |
| 6M | -21.9% | -18.7% | -3.3% | -18.7% |
| All | -21.9% | -16.4% | -5.6% | -18.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling