+753.2%
MTZ vs NUE
+559.5%
+193.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.5% |
| 7D | +2.3% | -2.3% | +4.6% | +3.4% |
| 30D | -10.3% | -6.1% | -4.2% | -7.6% |
| 3M | -31.8% | +1.7% | -33.5% | -33.2% |
| 6M | -19.2% | +53.1% | -72.3% | -36.4% |
| YTD | +10.7% | +59.0% | -48.3% | -15.0% |
| 1Y | +37.5% | +85.3% | -47.8% | -2.9% |
| 3Y | +162.4% | +63.2% | +99.1% | +89.7% |
| 5Y | +166.3% | +146.8% | +19.5% | +36.4% |
| 10Y | +753.2% | +584.3% | +168.9% | +86.5% |
| All | +753.2% | +559.5% | +193.7% | +86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling