+66.3%
MA vs NUE
+147.3%
-81.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -3.5% | -2.3% | -1.2% | -3.0% |
| 30D | +0.8% | -6.1% | +6.9% | +2.0% |
| 3M | +14.8% | +1.7% | +13.1% | +13.9% |
| 6M | +10.0% | +53.1% | -43.1% | -0.8% |
| YTD | -0.1% | +59.0% | -59.2% | -10.9% |
| 1Y | -2.2% | +85.3% | -87.6% | -16.0% |
| 3Y | +39.3% | +63.2% | -24.0% | +19.7% |
| 5Y | +66.3% | +146.8% | -80.4% | +25.3% |
| All | +66.3% | +147.3% | -81.0% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling