+649.9%
NVDL vs MTZ
+160.5%
+489.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -3.0% |
| 7D | -10.3% | +1.4% | -11.7% | -11.6% |
| 30D | -7.1% | -14.5% | +7.4% | +5.0% |
| 3M | +6.6% | -32.9% | +39.5% | +38.5% |
| 6M | +21.1% | -20.8% | +41.9% | +29.6% |
| YTD | +15.2% | +10.6% | +4.6% | -13.0% |
| 1Y | +18.8% | +27.1% | -8.3% | -22.5% |
| 3Y | +649.9% | +166.1% | +483.8% | +243.2% |
| All | +649.9% | +160.5% | +489.4% | +243.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling