+6,434.3%
MCD vs NUE
+14,670.8%
-8,236.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -2.9% |
| 7D | -1.9% | -2.4% | +0.5% | -1.6% |
| 30D | +16.6% | +3.8% | +12.8% | +15.7% |
| 3M | +0.9% | -3.7% | +4.6% | +1.2% |
| 6M | +1.5% | +13.2% | -11.7% | -1.4% |
| YTD | -8.3% | +61.6% | -69.9% | -16.5% |
| 1Y | -8.1% | +83.6% | -91.7% | -18.2% |
| 3Y | +10.3% | +78.6% | -68.3% | -3.5% |
| 5Y | +23.4% | +148.0% | -124.5% | -1.3% |
| 10Y | +205.9% | +449.9% | -244.0% | +101.4% |
| All | +6,434.3% | +14,670.8% | -8,236.5% | +1,634.7% |
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