+6,923.6%
MCK vs NUE
+3,535.3%
+3,388.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.2% |
| 7D | -2.9% | -0.6% | -2.3% | -2.8% |
| 30D | +0.4% | -4.6% | +5.0% | +1.3% |
| 3M | +12.1% | -0.3% | +12.4% | +12.0% |
| 6M | -5.4% | +51.9% | -57.3% | -13.5% |
| YTD | +7.8% | +60.0% | -52.2% | -2.6% |
| 1Y | +22.9% | +82.9% | -59.9% | +7.8% |
| 3Y | +110.7% | +66.0% | +44.8% | +83.2% |
| 5Y | +346.2% | +149.0% | +197.2% | +242.9% |
| 10Y | +440.1% | +588.3% | -148.2% | +221.5% |
| All | +6,923.6% | +3,535.3% | +3,388.3% | +2,843.8% |
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