+81.7%
MDLZ vs NUE
+599.8%
-518.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.3% |
| 7D | +1.9% | -0.6% | +2.5% | +2.0% |
| 30D | +0.4% | -4.6% | +5.0% | +1.0% |
| 3M | -0.6% | -0.3% | -0.3% | -0.8% |
| 6M | +14.7% | +51.9% | -37.2% | +7.9% |
| YTD | +18.0% | +60.0% | -42.0% | +10.0% |
| 1Y | +4.1% | +82.9% | -78.8% | -4.9% |
| 3Y | -4.6% | +66.0% | -70.6% | -13.3% |
| 5Y | +18.4% | +149.0% | -130.6% | -4.2% |
| All | +81.7% | +599.8% | -518.1% | +6.6% |
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 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