+1,988.6%
NOW vs MTZ
+1,208.3%
+780.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.6% | -1.4% | +2.3% |
| 7D | -5.6% | +12.9% | -18.4% | -7.8% |
| 30D | -26.8% | -8.5% | -18.2% | -25.9% |
| 3M | -19.4% | -30.6% | +11.2% | -14.7% |
| 6M | +12.3% | -55.1% | +67.4% | +26.7% |
| YTD | -32.9% | -13.0% | -20.0% | -36.0% |
| 1Y | -40.3% | -4.3% | -36.0% | -44.4% |
| 3Y | -19.1% | +284.0% | -303.1% | -47.1% |
| 5Y | -24.4% | +97.7% | -122.0% | -44.1% |
| 10Y | +521.8% | +444.4% | +77.4% | +223.6% |
| All | +1,988.6% | +1,208.3% | +780.3% | +917.9% |
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