-24.5%
MDB vs NUE
+147.3%
-171.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.4% |
| 7D | -4.5% | -2.3% | -2.2% | -3.6% |
| 30D | -14.0% | -6.1% | -7.9% | -12.2% |
| 3M | +5.3% | +1.7% | +3.7% | +3.1% |
| 6M | +31.9% | +53.1% | -21.2% | +6.8% |
| YTD | -14.6% | +59.0% | -73.7% | -32.7% |
| 1Y | +8.2% | +85.3% | -77.1% | -21.2% |
| 3Y | -5.0% | +63.2% | -68.2% | -30.1% |
| 5Y | -24.5% | +146.8% | -171.3% | -54.7% |
| All | -24.5% | +147.3% | -171.9% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling