+427.0%
MCK vs NUE
+599.8%
-172.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.3% |
| 7D | -2.9% | -0.6% | -2.3% | -2.8% |
| 30D | +0.4% | -4.6% | +5.0% | +1.4% |
| 3M | +12.1% | -0.3% | +12.4% | +11.9% |
| 6M | -5.4% | +51.9% | -57.3% | -14.3% |
| YTD | +7.8% | +60.0% | -52.2% | -3.7% |
| 1Y | +22.9% | +82.9% | -59.9% | +6.1% |
| 3Y | +110.7% | +66.0% | +44.8% | +79.9% |
| 5Y | +346.2% | +149.0% | +197.2% | +215.5% |
| All | +427.0% | +599.8% | -172.8% | +127.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling