+117.2%
MPC vs NUE
+86.4%
+30.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -2.1% | -6.1% | -8.0% |
| 7D | -10.9% | -1.4% | -9.5% | -10.8% |
| 30D | -9.4% | +6.6% | -16.0% | -9.8% |
| 3M | +26.0% | -2.0% | +28.0% | +25.9% |
| 6M | +56.5% | +19.2% | +37.3% | +54.1% |
| YTD | +144.3% | +65.6% | +78.7% | +133.2% |
| 1Y | +117.2% | +87.8% | +29.4% | +104.8% |
| All | +117.2% | +86.4% | +30.8% | +104.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling