+22.1%
MTZ vs NUE
+83.1%
-60.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.2% |
| 7D | 0.0% | -2.7% | +2.6% | +0.8% |
| 30D | -14.8% | -6.1% | -8.8% | -13.1% |
| 3M | -30.8% | +2.2% | -33.0% | -31.1% |
| 6M | -22.6% | +50.8% | -73.4% | -34.8% |
| YTD | +6.8% | +57.5% | -50.7% | -13.1% |
| 1Y | +22.1% | +82.5% | -60.3% | -7.5% |
| All | +22.1% | +83.1% | -60.9% | -7.5% |
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 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