+95.1%
MTZ vs NXT
+208.8%
-113.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.9% | +4.8% | -0.1% |
| 7D | +16.5% | -6.0% | +22.5% | +18.7% |
| 30D | -10.2% | +5.4% | -15.6% | -12.5% |
| 3M | -34.2% | -9.7% | -24.4% | -33.1% |
| 6M | -56.0% | -25.3% | -30.6% | -53.2% |
| YTD | -14.8% | +7.5% | -22.3% | -19.4% |
| 1Y | -7.2% | -3.0% | -4.2% | -9.9% |
| 3Y | +275.8% | +171.4% | +104.4% | +152.3% |
| All | +95.1% | +208.8% | -113.7% | +27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling