+166.4%
MTZ vs NUE
+142.0%
+24.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.8% | +5.6% | +4.4% |
| 7D | +3.6% | +1.8% | +1.8% | +2.8% |
| 30D | -9.6% | -6.0% | -3.7% | -7.7% |
| 3M | -31.9% | +1.4% | -33.4% | -32.8% |
| 6M | -13.8% | +52.8% | -66.6% | -27.1% |
| YTD | +13.3% | +58.1% | -44.9% | -5.8% |
| 1Y | +39.3% | +80.4% | -41.1% | +10.0% |
| 3Y | +168.3% | +62.3% | +106.1% | +113.0% |
| 5Y | +166.4% | +146.2% | +20.2% | +87.2% |
| All | +166.4% | +142.0% | +24.4% | +87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling