+1,700.7%
NOK vs MTZ
+6,565.0%
-4,864.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.3% | +1.5% |
| 7D | +9.3% | +2.3% | +7.1% | +8.9% |
| 30D | +17.9% | -10.3% | +28.1% | +20.5% |
| 3M | -22.3% | -31.8% | +9.5% | -16.3% |
| 6M | +36.4% | -19.2% | +55.6% | +41.9% |
| YTD | +66.3% | +10.7% | +55.6% | +62.4% |
| 1Y | +134.4% | +37.5% | +96.9% | +118.4% |
| 3Y | +186.6% | +162.4% | +24.2% | +126.2% |
| 5Y | +102.7% | +166.3% | -63.6% | +56.3% |
| 10Y | +129.8% | +753.2% | -623.4% | +34.1% |
| All | +1,700.7% | +6,565.0% | -4,864.3% | +642.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling