+593.1%
MA vs NUE
+423.6%
+169.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +2.4% |
| 7D | +1.3% | +2.8% | -1.5% | +0.4% |
| 30D | +9.6% | -2.1% | +11.7% | +10.0% |
| 3M | +16.8% | -7.3% | +24.1% | +18.8% |
| 6M | +35.2% | +8.9% | +26.3% | +29.9% |
| YTD | +16.6% | +55.6% | -39.0% | -0.9% |
| 1Y | +19.8% | +74.7% | -54.9% | -2.1% |
| 3Y | +70.7% | +71.7% | -1.0% | +34.5% |
| 5Y | +87.4% | +141.2% | -53.8% | +21.9% |
| All | +593.1% | +423.6% | +169.5% | +167.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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