+20.4%
MCD vs NUE
+142.0%
-121.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.2% |
| 7D | -2.0% | +1.8% | -3.8% | -2.2% |
| 30D | -6.1% | -6.0% | -0.2% | -5.7% |
| 3M | -7.3% | +1.4% | -8.7% | -7.5% |
| 6M | -20.9% | +52.8% | -73.8% | -23.9% |
| YTD | -14.7% | +58.1% | -72.8% | -18.2% |
| 1Y | -16.1% | +80.4% | -96.5% | -20.6% |
| 3Y | -1.5% | +62.3% | -63.8% | -6.9% |
| 5Y | +20.4% | +146.2% | -125.7% | +10.0% |
| All | +20.4% | +142.0% | -121.6% | +10.0% |
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