+30.0%
MTZ vs NUE
+82.6%
-52.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.3% |
| 7D | -1.6% | +4.2% | -5.8% | -2.9% |
| 30D | -11.1% | -5.0% | -6.1% | -9.6% |
| 3M | -36.7% | -0.2% | -36.5% | -36.1% |
| 6M | -21.9% | +49.1% | -71.1% | -33.8% |
| YTD | +9.1% | +61.0% | -51.9% | -11.7% |
| 1Y | +30.0% | +82.5% | -52.6% | -2.1% |
| All | +30.0% | +82.6% | -52.6% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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