-26.4%
NOW vs MTZ
+80.0%
-106.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.5% | -9.9% | -1.7% |
| 7D | -3.0% | -6.4% | +3.4% | -2.4% |
| 30D | -26.0% | -22.1% | -4.0% | -23.6% |
| 3M | -13.1% | -32.7% | +19.6% | -8.8% |
| 6M | +14.5% | -59.8% | +74.3% | +29.2% |
| YTD | -33.4% | -19.9% | -13.5% | -38.4% |
| 1Y | -40.6% | -11.5% | -29.2% | -46.8% |
| 3Y | -16.3% | +258.1% | -274.4% | -51.8% |
| All | -26.4% | +80.0% | -106.3% | -48.6% |
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 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