+154.0%
NEM vs MTZ
+156.0%
-2.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.5% | -1.3% |
| 7D | -3.3% | 0.0% | -3.3% | -3.3% |
| 30D | +7.8% | -14.8% | +22.7% | +11.0% |
| 3M | +36.3% | -30.8% | +67.1% | +44.4% |
| 6M | +6.6% | -22.6% | +29.2% | +10.5% |
| YTD | +27.1% | +6.8% | +20.3% | +24.4% |
| 1Y | +62.3% | +22.1% | +40.2% | +54.9% |
| 3Y | +245.1% | +153.1% | +92.0% | +182.6% |
| 5Y | +154.0% | +161.4% | -7.4% | +93.6% |
| All | +154.0% | +156.0% | -2.0% | +93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling