+445.3%
MP vs NUE
+585.7%
-140.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.7% |
| 7D | -2.9% | +4.2% | -7.1% | -4.9% |
| 30D | +13.8% | -5.0% | +18.8% | +16.6% |
| 3M | -16.7% | -0.2% | -16.5% | -17.2% |
| 6M | -11.5% | +49.1% | -60.6% | -28.3% |
| YTD | +7.9% | +61.0% | -53.1% | -16.1% |
| 1Y | -15.0% | +82.5% | -97.6% | -38.9% |
| 3Y | +153.5% | +57.9% | +95.6% | +91.0% |
| 5Y | +58.7% | +146.6% | -87.9% | -8.4% |
| All | +445.3% | +585.7% | -140.4% | +83.9% |
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 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