-4.3%
MTZ vs NUE
+84.9%
-89.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +4.1% |
| 7D | +12.9% | -2.4% | +15.3% | +13.6% |
| 30D | -8.5% | +3.8% | -12.3% | -9.0% |
| 3M | -30.6% | -3.7% | -27.0% | -29.7% |
| 6M | -55.1% | +13.2% | -68.3% | -56.8% |
| YTD | -13.0% | +61.6% | -74.5% | -31.0% |
| 1Y | -4.3% | +83.6% | -87.9% | -30.5% |
| All | -4.3% | +84.9% | -89.2% | -30.5% |
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