+51.1%
NEM vs MTZ
-14.7%
+65.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -15.4% | +25.3% | +12.7% |
| 7D | +3.7% | -7.4% | +11.1% | +3.8% |
| 30D | +2.0% | -23.6% | +25.6% | +7.2% |
| 3M | +21.1% | -38.3% | +59.4% | +34.3% |
| 6M | +9.5% | -60.6% | +70.1% | +36.9% |
| YTD | +19.1% | -22.9% | +41.9% | +12.5% |
| 1Y | +51.1% | -14.3% | +65.4% | +32.0% |
| All | +51.1% | -14.7% | +65.8% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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