+158.4%
MMM vs NUE
+72.4%
+86.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | +0.1% |
| 7D | -0.4% | +2.8% | -3.1% | -1.2% |
| 30D | +12.1% | -2.1% | +14.2% | +12.6% |
| 3M | +1.4% | -7.3% | +8.7% | +3.3% |
| 6M | +26.6% | +8.9% | +17.7% | +21.8% |
| YTD | +16.8% | +55.6% | -38.8% | -0.4% |
| 1Y | +10.1% | +74.7% | -64.6% | -9.7% |
| 3Y | +158.4% | +71.7% | +86.7% | +110.2% |
| All | +158.4% | +72.4% | +86.0% | +110.2% |
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