+127.0%
MP vs NUE
+66.5%
+60.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.1% |
| 7D | -10.5% | -10.6% | 0.0% | -5.7% |
| 30D | -23.5% | -0.6% | -22.9% | -23.2% |
| 3M | -25.4% | -9.7% | -15.7% | -22.0% |
| 6M | -51.3% | +5.1% | -56.4% | -52.7% |
| YTD | -29.9% | +51.4% | -81.3% | -42.8% |
| 1Y | -31.8% | +71.3% | -103.2% | -47.7% |
| 3Y | +127.0% | +66.8% | +60.1% | +75.9% |
| All | +127.0% | +66.5% | +60.5% | +75.9% |
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 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