-38.7%
NOW vs MTZ
-14.7%
-24.0%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -15.4% | +15.1% | -4.3% |
| 7D | -27.5% | -7.4% | -20.1% | -28.7% |
| 30D | -20.0% | -23.6% | +3.6% | -25.4% |
| 3M | -7.9% | -38.3% | +30.4% | -19.3% |
| 6M | +18.3% | -60.6% | +78.9% | -8.1% |
| YTD | -29.0% | -22.9% | -6.1% | -40.6% |
| 1Y | -38.7% | -14.3% | -24.4% | -50.0% |
| All | -38.7% | -14.7% | -24.0% | -50.0% |
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 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