+1,169.4%
MPC vs NUE
+555.7%
+613.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.1% | +3.2% |
| 7D | +3.9% | +1.8% | +2.1% | +2.8% |
| 30D | +33.8% | -6.0% | +39.7% | +37.5% |
| 3M | +49.9% | +1.4% | +48.4% | +46.9% |
| 6M | +80.9% | +52.8% | +28.1% | +42.1% |
| YTD | +147.4% | +58.1% | +89.3% | +90.5% |
| 1Y | +123.2% | +80.4% | +42.8% | +58.7% |
| 3Y | +171.7% | +62.3% | +109.4% | +95.3% |
| 5Y | +678.6% | +146.2% | +532.4% | +282.6% |
| All | +1,169.4% | +555.7% | +613.7% | +160.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling