-18.2%
MDT vs NUE
+146.6%
-164.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.9% |
| 7D | -3.4% | -0.6% | -2.8% | -3.3% |
| 30D | +0.2% | -4.6% | +4.8% | +0.8% |
| 3M | +14.3% | -0.3% | +14.6% | +14.0% |
| 6M | +4.0% | +51.9% | -47.9% | -2.5% |
| YTD | -3.7% | +60.0% | -63.7% | -10.4% |
| 1Y | -0.4% | +82.9% | -83.2% | -9.3% |
| 3Y | +23.3% | +66.0% | -42.7% | +11.7% |
| All | -18.2% | +146.6% | -164.8% | -31.8% |
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 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