+1,135.3%
MPC vs NUE
+445.3%
+690.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.5% | +2.5% |
| 7D | +2.6% | -2.4% | +5.0% | +3.8% |
| 30D | -12.2% | +3.8% | -16.0% | -14.2% |
| 3M | +20.1% | -3.7% | +23.7% | +21.2% |
| 6M | +60.6% | +13.2% | +47.4% | +47.5% |
| YTD | +150.6% | +61.6% | +89.0% | +89.4% |
| 1Y | +104.7% | +83.6% | +21.1% | +44.1% |
| 3Y | +194.5% | +78.6% | +115.9% | +100.5% |
| 5Y | +582.3% | +148.0% | +434.3% | +235.1% |
| 10Y | +1,135.3% | +449.9% | +685.4% | +175.7% |
| All | +1,135.3% | +445.3% | +690.0% | +175.7% |
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