+18.8%
NVDL vs MTZ
+26.3%
-7.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -1.8% |
| 7D | -10.3% | +1.4% | -11.7% | -11.0% |
| 30D | -7.1% | -14.5% | +7.4% | -0.2% |
| 3M | +6.6% | -32.9% | +39.5% | +24.9% |
| 6M | +21.1% | -20.8% | +41.9% | +20.1% |
| YTD | +15.2% | +10.6% | +4.6% | -15.0% |
| 1Y | +18.8% | +27.1% | -8.3% | -22.4% |
| All | +18.8% | +26.3% | -7.5% | -22.4% |
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