+302.3%
NEM vs MTZ
+773.6%
-471.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | +0.1% |
| 7D | -1.0% | +1.4% | -2.4% | -1.2% |
| 30D | +7.8% | -14.5% | +22.3% | +10.0% |
| 3M | +30.2% | -32.9% | +63.2% | +36.2% |
| 6M | +9.6% | -20.8% | +30.5% | +12.2% |
| YTD | +27.8% | +10.6% | +17.2% | +25.6% |
| 1Y | +60.7% | +27.1% | +33.6% | +55.3% |
| 3Y | +245.3% | +166.1% | +79.1% | +202.2% |
| 5Y | +155.3% | +170.7% | -15.3% | +119.4% |
| All | +302.3% | +773.6% | -471.3% | +188.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling