-9.1%
MDB vs NUE
+60.7%
-69.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -4.5% | -2.3% | -2.2% | -3.9% |
| 30D | -14.0% | -6.1% | -7.9% | -12.7% |
| 3M | +5.3% | +1.7% | +3.7% | +4.0% |
| 6M | +31.9% | +53.1% | -21.2% | +11.7% |
| YTD | -14.6% | +59.0% | -73.7% | -29.4% |
| 1Y | +8.2% | +85.3% | -77.1% | -16.7% |
| All | -9.1% | +60.7% | -69.8% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling