+120.9%
MPC vs NUE
+82.6%
+38.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +5.4% | +4.2% | +1.2% | +5.1% |
| 30D | +31.0% | -5.0% | +35.9% | +31.4% |
| 3M | +46.0% | -0.2% | +46.2% | +46.4% |
| 6M | +77.3% | +49.1% | +28.2% | +69.4% |
| YTD | +141.9% | +61.0% | +80.9% | +130.5% |
| 1Y | +120.9% | +82.5% | +38.4% | +107.8% |
| All | +120.9% | +82.6% | +38.3% | +107.8% |
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