+7,764.3%
MDT vs NUE
+14,301.5%
-6,537.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | -0.1% |
| 7D | -1.6% | -2.7% | +1.1% | -1.1% |
| 30D | +1.0% | -6.1% | +7.1% | +2.2% |
| 3M | +15.2% | +2.2% | +13.0% | +14.3% |
| 6M | +3.7% | +50.8% | -47.1% | -5.1% |
| YTD | -3.0% | +57.5% | -60.5% | -12.1% |
| 1Y | +2.5% | +82.5% | -80.0% | -10.1% |
| 3Y | +26.5% | +61.7% | -35.2% | +11.0% |
| 5Y | -18.3% | +145.1% | -163.4% | -36.3% |
| 10Y | +40.2% | +577.8% | -537.6% | -15.2% |
| All | +7,764.3% | +14,301.5% | -6,537.2% | +1,982.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling