+45.2%
NU vs MTZ
+156.0%
-110.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | +0.1% | -1.4% |
| 7D | -2.6% | +2.3% | -4.9% | -3.4% |
| 30D | +8.2% | -10.3% | +18.5% | +12.1% |
| 3M | +26.3% | -31.8% | +58.1% | +40.7% |
| 6M | +2.2% | -19.2% | +21.4% | +5.7% |
| YTD | -10.4% | +10.7% | -21.1% | -18.6% |
| 1Y | -3.0% | +37.5% | -40.5% | -19.9% |
| 3Y | +120.3% | +162.4% | -42.1% | +35.8% |
| All | +45.2% | +156.0% | -110.8% | -18.4% |
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