+2,771.1%
NOW vs MTZ
+1,540.3%
+1,230.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -3.4% |
| 7D | -2.4% | -1.6% | -0.8% | -2.1% |
| 30D | +20.5% | -11.1% | +31.6% | +22.9% |
| 3M | +18.3% | -36.7% | +55.1% | +26.4% |
| 6M | +24.1% | -21.9% | +46.0% | +24.6% |
| YTD | -7.8% | +9.1% | -16.9% | -14.9% |
| 1Y | -21.4% | +30.0% | -51.4% | -30.9% |
| 3Y | +19.5% | +138.5% | -118.9% | -11.9% |
| 5Y | +4.1% | +158.3% | -154.3% | -26.5% |
| 10Y | +826.4% | +700.8% | +125.6% | +345.9% |
| All | +2,771.1% | +1,540.3% | +1,230.8% | +1,252.8% |
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