+264.6%
MP vs NUE
+575.3%
-310.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.7% | -1.7% | +0.6% |
| 7D | -3.6% | -6.2% | +2.6% | -0.4% |
| 30D | -21.0% | +2.5% | -23.4% | -21.9% |
| 3M | -33.3% | -6.4% | -26.9% | -31.3% |
| 6M | -45.9% | +13.3% | -59.2% | -49.8% |
| YTD | -27.8% | +58.5% | -86.4% | -43.6% |
| 1Y | -43.2% | +81.9% | -125.1% | -58.7% |
| 3Y | +144.0% | +75.3% | +68.8% | +74.1% |
| 5Y | -6.1% | +149.9% | -156.0% | -46.1% |
| All | +264.6% | +575.3% | -310.7% | +23.6% |
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