-8.2%
NVO vs MTZ
-14.7%
+6.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -15.4% | +20.3% | +5.5% |
| 7D | +10.2% | -7.4% | +17.6% | +10.1% |
| 30D | +12.4% | -23.6% | +36.0% | +13.8% |
| 3M | -3.5% | -38.3% | +34.8% | -0.3% |
| 6M | -3.8% | -60.6% | +56.8% | +6.6% |
| YTD | -13.0% | -22.9% | +9.9% | -19.9% |
| 1Y | -8.2% | -14.3% | +6.1% | -14.4% |
| All | -8.2% | -14.7% | +6.5% | -14.4% |
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