-40.1%
MDB vs NUE
+147.6%
-187.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +11.6% | +6.1% | +5.4% | +8.9% |
| 30D | -8.9% | +2.7% | -11.7% | -9.9% |
| 3M | -22.4% | -3.8% | -18.6% | -21.7% |
| 6M | +10.1% | +14.0% | -3.9% | +2.1% |
| YTD | -19.0% | +61.2% | -80.2% | -36.9% |
| 1Y | -7.0% | +77.8% | -84.8% | -31.1% |
| 3Y | -9.8% | +78.2% | -88.0% | -36.9% |
| 5Y | -40.1% | +149.8% | -189.9% | -64.6% |
| All | -40.1% | +147.6% | -187.7% | -64.6% |
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