+26.1%
MMM vs NUE
+147.3%
-121.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -2.6% | -2.3% | -0.3% | -1.9% |
| 30D | -9.3% | -6.1% | -3.2% | -7.8% |
| 3M | +5.6% | +1.7% | +3.9% | +4.7% |
| 6M | +9.5% | +53.1% | -43.6% | -3.7% |
| YTD | +4.1% | +59.0% | -54.9% | -9.4% |
| 1Y | +9.4% | +85.3% | -76.0% | -9.2% |
| 3Y | +101.0% | +63.2% | +37.7% | +67.5% |
| 5Y | +26.1% | +146.8% | -120.7% | -3.8% |
| All | +26.1% | +147.3% | -121.2% | -3.8% |
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