+2,479.7%
MTZ vs NUE
+14,670.8%
-12,191.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +3.8% |
| 7D | +12.9% | -2.4% | +15.3% | +14.0% |
| 30D | -8.5% | +3.8% | -12.3% | -9.9% |
| 3M | -30.6% | -3.7% | -27.0% | -30.0% |
| 6M | -55.1% | +13.2% | -68.3% | -57.9% |
| YTD | -13.0% | +61.6% | -74.5% | -29.9% |
| 1Y | -4.3% | +83.6% | -87.9% | -26.8% |
| 3Y | +284.0% | +78.6% | +205.4% | +188.6% |
| 5Y | +97.7% | +148.0% | -50.3% | +22.9% |
| 10Y | +444.4% | +449.9% | -5.5% | +139.0% |
| All | +2,479.7% | +14,670.8% | -12,191.1% | +464.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling