-3.1%
NVO vs MTZ
+168.2%
-171.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.5% | -5.7% | -2.5% |
| 7D | -7.6% | +1.4% | -8.9% | -7.7% |
| 30D | -6.0% | -14.5% | +8.5% | -4.6% |
| 3M | -0.8% | -32.9% | +32.2% | +2.8% |
| 6M | +16.5% | -20.8% | +37.3% | +18.1% |
| YTD | -11.1% | +10.6% | -21.7% | -13.1% |
| 1Y | -16.7% | +27.1% | -43.8% | -19.7% |
| 3Y | -52.9% | +166.1% | -219.1% | -57.7% |
| All | -3.1% | +168.2% | -171.3% | -15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling