+13,824.1%
MA vs NUE
+785.7%
+13,038.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | -2.7% | +4.2% | -6.9% | -4.2% |
| 30D | +1.5% | -5.0% | +6.5% | +3.2% |
| 3M | +20.4% | -0.2% | +20.6% | +19.5% |
| 6M | +11.1% | +49.1% | -38.0% | -5.3% |
| YTD | +2.0% | +61.0% | -59.0% | -15.7% |
| 1Y | -2.2% | +82.5% | -84.7% | -23.2% |
| 3Y | +41.9% | +57.9% | -16.0% | +12.4% |
| 5Y | +75.4% | +146.6% | -71.2% | +10.1% |
| 10Y | +527.5% | +561.6% | -34.1% | +143.0% |
| All | +13,824.1% | +785.7% | +13,038.5% | +4,001.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling