+5,979.9%
MCD vs NUE
+14,617.8%
-8,637.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -2.8% | +4.2% | -7.0% | -3.5% |
| 30D | -6.0% | -5.0% | -1.0% | -5.3% |
| 3M | -5.6% | -0.2% | -5.4% | -5.9% |
| 6M | -21.9% | +49.1% | -71.0% | -27.5% |
| YTD | -14.7% | +61.0% | -75.7% | -22.0% |
| 1Y | -17.3% | +82.5% | -99.8% | -26.2% |
| 3Y | -2.2% | +57.9% | -60.1% | -12.4% |
| 5Y | +20.3% | +146.6% | -126.3% | -3.8% |
| 10Y | +180.7% | +561.6% | -380.9% | +79.1% |
| All | +5,979.9% | +14,617.8% | -8,637.8% | +1,519.4% |
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