+2,439.3%
MAR vs NUE
+3,576.8%
-1,137.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.6% |
| 7D | -1.7% | +1.8% | -3.5% | -2.5% |
| 30D | -6.9% | -6.0% | -1.0% | -4.9% |
| 3M | -15.8% | +1.4% | -17.3% | -17.0% |
| 6M | +1.9% | +52.8% | -50.9% | -14.6% |
| YTD | +6.6% | +58.1% | -51.5% | -12.1% |
| 1Y | +23.7% | +80.4% | -56.7% | -3.7% |
| 3Y | +64.6% | +62.3% | +2.3% | +28.9% |
| 5Y | +156.4% | +146.2% | +10.2% | +61.1% |
| 10Y | +415.4% | +549.5% | -134.1% | +108.2% |
| All | +2,439.3% | +3,576.8% | -1,137.4% | +367.5% |
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