+20.8%
MCD vs NUE
+143.0%
-122.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.3% |
| 7D | -1.6% | +2.8% | -4.4% | -1.9% |
| 30D | +14.1% | -2.1% | +16.2% | +14.2% |
| 3M | +0.6% | -7.3% | +7.9% | +1.0% |
| 6M | 0.0% | +8.9% | -8.8% | -1.0% |
| YTD | -9.3% | +55.6% | -64.9% | -13.2% |
| 1Y | -9.3% | +74.7% | -84.0% | -14.2% |
| 3Y | +8.6% | +71.7% | -63.1% | +1.5% |
| All | +20.8% | +143.0% | -122.2% | +7.1% |
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