+14.5%
NET vs MTZ
-14.7%
+29.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -15.4% | +12.8% | -0.3% |
| 7D | -16.4% | -7.4% | -9.0% | -15.6% |
| 30D | -25.8% | -23.6% | -2.2% | -22.7% |
| 3M | -11.5% | -38.3% | +26.8% | -4.5% |
| 6M | +18.9% | -60.6% | +79.5% | +38.9% |
| YTD | +35.2% | -22.9% | +58.1% | +9.3% |
| 1Y | +14.5% | -14.3% | +28.7% | -15.7% |
| All | +14.5% | -14.7% | +29.1% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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