+115.1%
NOK vs MTZ
+168.2%
-53.1%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.5% | +1.3% | +3.8% |
| 7D | +11.0% | +1.4% | +9.6% | +10.6% |
| 30D | +7.8% | -14.5% | +22.3% | +12.6% |
| 3M | -21.0% | -32.9% | +11.9% | -12.4% |
| 6M | +40.9% | -20.8% | +61.7% | +50.3% |
| YTD | +72.0% | +10.6% | +61.4% | +69.8% |
| 1Y | +140.9% | +27.1% | +113.8% | +129.7% |
| 3Y | +194.3% | +166.1% | +28.1% | +125.1% |
| All | +115.1% | +168.2% | -53.1% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling