+89.9%
MTZ vs NUE
+147.1%
-57.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.9% | -7.2% | -5.4% |
| 7D | -8.7% | -6.2% | -2.5% | -6.5% |
| 30D | -15.0% | +2.5% | -17.4% | -15.7% |
| 3M | -32.6% | -6.4% | -26.2% | -31.3% |
| 6M | -56.3% | +13.3% | -69.6% | -58.8% |
| YTD | -16.8% | +58.5% | -75.3% | -31.1% |
| 1Y | -10.0% | +81.9% | -91.9% | -29.3% |
| 3Y | +267.1% | +75.3% | +191.8% | +183.0% |
| 5Y | +89.9% | +149.9% | -60.1% | +34.0% |
| All | +89.9% | +147.1% | -57.3% | +34.0% |
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