+97.9%
MMM vs NUE
+60.7%
+37.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.1% |
| 7D | -2.6% | -2.3% | -0.3% | -1.9% |
| 30D | -9.3% | -6.1% | -3.2% | -7.6% |
| 3M | +5.6% | +1.7% | +3.9% | +4.5% |
| 6M | +9.5% | +53.1% | -43.6% | -5.9% |
| YTD | +4.1% | +59.0% | -54.9% | -11.7% |
| 1Y | +9.4% | +85.3% | -76.0% | -12.3% |
| All | +97.9% | +60.7% | +37.2% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling