+31,886.7%
NVO vs MTZ
+2,996.0%
+28,890.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -1.0% |
| 7D | -7.4% | 0.0% | -7.3% | -7.4% |
| 30D | -5.5% | -14.8% | +9.3% | -4.6% |
| 3M | +4.1% | -30.8% | +34.9% | +6.1% |
| 6M | +19.3% | -22.6% | +42.0% | +20.6% |
| YTD | -9.2% | +6.8% | -16.0% | -10.1% |
| 1Y | -15.0% | +22.1% | -37.1% | -16.6% |
| 3Y | -50.9% | +153.1% | -204.0% | -54.4% |
| 5Y | -0.9% | +161.4% | -162.3% | -9.1% |
| 10Y | +152.4% | +723.1% | -570.7% | +111.1% |
| All | +31,886.7% | +2,996.0% | +28,890.7% | +23,096.5% |
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