+118.0%
NOK vs MTZ
+30.9%
+87.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.5% | +1.8% |
| 7D | -1.8% | -1.6% | -0.2% | -1.1% |
| 30D | +4.7% | -11.1% | +15.8% | +10.0% |
| 3M | -39.7% | -36.7% | -2.9% | -27.7% |
| 6M | +23.1% | -21.9% | +45.0% | +39.2% |
| YTD | +55.0% | +9.1% | +45.9% | +61.9% |
| 1Y | +118.0% | +30.0% | +88.1% | +122.7% |
| All | +118.0% | +30.9% | +87.2% | +122.7% |
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