+472.4%
NEM vs MTZ
+3,182.4%
-2,710.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.8% | -4.6% | -1.0% |
| 7D | +3.9% | +3.6% | +0.3% | +3.7% |
| 30D | +12.7% | -9.6% | +22.4% | +13.2% |
| 3M | +28.7% | -31.9% | +60.6% | +30.6% |
| 6M | +9.8% | -13.8% | +23.6% | +10.3% |
| YTD | +28.1% | +13.3% | +14.8% | +27.2% |
| 1Y | +69.3% | +39.3% | +30.1% | +66.7% |
| 3Y | +247.7% | +168.3% | +79.3% | +231.2% |
| 5Y | +153.4% | +166.4% | -13.0% | +140.2% |
| 10Y | +291.3% | +739.9% | -448.6% | +252.7% |
| All | +472.4% | +3,182.4% | -2,710.0% | +449.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling