+41.5%
NU vs MTZ
+155.7%
-114.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.5% | -6.2% | -3.9% |
| 7D | -4.9% | +1.4% | -6.2% | -5.4% |
| 30D | +7.8% | -14.5% | +22.3% | +13.6% |
| 3M | +20.9% | -32.9% | +53.9% | +35.6% |
| 6M | +0.9% | -20.8% | +21.7% | +5.0% |
| YTD | -12.7% | +10.6% | -23.3% | -20.7% |
| 1Y | -6.4% | +27.1% | -33.5% | -20.1% |
| 3Y | +98.1% | +166.1% | -68.0% | +21.2% |
| All | +41.5% | +155.7% | -114.1% | -20.5% |
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