+110.9%
MO vs NUE
+599.8%
-489.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | 0.0% |
| 7D | +0.1% | -0.6% | +0.8% | +0.2% |
| 30D | +7.1% | -4.6% | +11.7% | +7.9% |
| 3M | -2.0% | -0.3% | -1.6% | -2.2% |
| 6M | +7.3% | +51.9% | -44.6% | -1.1% |
| YTD | +23.5% | +60.0% | -36.5% | +12.5% |
| 1Y | +11.0% | +82.9% | -71.9% | -1.6% |
| 3Y | +95.0% | +66.0% | +29.0% | +71.8% |
| 5Y | +100.6% | +149.0% | -48.3% | +52.9% |
| All | +110.9% | +599.8% | -489.0% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling