+180.8%
NOK vs MTZ
+151.6%
+29.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -0.4% |
| 7D | +8.7% | 0.0% | +8.7% | +8.7% |
| 30D | +12.5% | -14.8% | +27.3% | +17.4% |
| 3M | -20.7% | -30.8% | +10.1% | -13.0% |
| 6M | +36.2% | -22.6% | +58.8% | +46.7% |
| YTD | +64.1% | +6.8% | +57.3% | +67.0% |
| 1Y | +132.4% | +22.1% | +110.3% | +130.6% |
| All | +180.8% | +151.6% | +29.2% | +134.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling