-14.3%
MTZ vs NUE
+86.4%
-100.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -2.1% | -13.3% | -14.9% |
| 7D | -7.4% | -1.4% | -6.0% | -7.0% |
| 30D | -23.6% | +6.6% | -30.2% | -24.6% |
| 3M | -38.3% | -2.0% | -36.3% | -37.8% |
| 6M | -60.6% | +19.2% | -79.8% | -62.7% |
| YTD | -22.9% | +65.6% | -88.5% | -39.0% |
| 1Y | -14.3% | +87.8% | -102.1% | -38.2% |
| All | -14.3% | +86.4% | -100.7% | -38.2% |
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