+65.8%
MAR vs NUE
+59.2%
+6.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -2.1% | -2.7% | +0.6% | -1.3% |
| 30D | -5.7% | -6.1% | +0.4% | -4.1% |
| 3M | -14.6% | +2.2% | -16.9% | -15.7% |
| 6M | +1.3% | +50.8% | -49.4% | -11.6% |
| YTD | +6.7% | +57.5% | -50.8% | -8.4% |
| 1Y | +26.4% | +82.5% | -56.0% | +3.2% |
| All | +65.8% | +59.2% | +6.6% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling