+14,639.2%
MO vs NUE
+14,439.6%
+199.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -2.4% | -2.3% | -0.1% | -2.1% |
| 30D | +3.6% | -6.1% | +9.7% | +4.5% |
| 3M | -3.7% | +1.7% | -5.4% | -4.3% |
| 6M | +4.5% | +53.1% | -48.6% | -2.7% |
| YTD | +21.5% | +59.0% | -37.5% | +12.2% |
| 1Y | +9.5% | +85.3% | -75.8% | -1.4% |
| 3Y | +93.6% | +63.2% | +30.3% | +74.0% |
| 5Y | +97.5% | +146.8% | -49.3% | +61.6% |
| 10Y | +111.2% | +584.3% | -473.1% | +41.6% |
| All | +14,639.2% | +14,439.6% | +199.6% | +4,715.3% |
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