+159.3%
MP vs NUE
+72.4%
+86.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.5% | +7.0% | +5.1% |
| 7D | +9.5% | +2.8% | +6.7% | +7.9% |
| 30D | -3.0% | -2.1% | -0.9% | -2.0% |
| 3M | -30.4% | -7.3% | -23.0% | -28.2% |
| 6M | -39.2% | +8.9% | -48.1% | -42.1% |
| YTD | -23.3% | +55.6% | -78.9% | -38.4% |
| 1Y | -32.6% | +74.7% | -107.3% | -48.9% |
| 3Y | +159.3% | +71.7% | +87.6% | +96.1% |
| All | +159.3% | +72.4% | +86.8% | +96.1% |
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