+433.8%
MAR vs NUE
+599.8%
-166.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.2% | +1.1% |
| 7D | -0.5% | -0.6% | +0.1% | -0.3% |
| 30D | -5.4% | -4.6% | -0.9% | -3.9% |
| 3M | -15.5% | -0.3% | -15.2% | -16.1% |
| 6M | +3.0% | +51.9% | -48.9% | -14.3% |
| YTD | +8.5% | +60.0% | -51.5% | -11.8% |
| 1Y | +26.0% | +82.9% | -56.9% | -3.7% |
| 3Y | +68.6% | +66.0% | +2.6% | +28.9% |
| 5Y | +157.4% | +149.0% | +8.4% | +52.5% |
| All | +433.8% | +599.8% | -166.0% | +77.8% |
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