+121.7%
MPC vs NUE
+80.6%
+41.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | +3.2% | -2.3% | +5.5% | +3.4% |
| 30D | +25.0% | -6.1% | +31.1% | +25.6% |
| 3M | +55.2% | +1.7% | +53.5% | +55.1% |
| 6M | +86.4% | +53.1% | +33.3% | +76.1% |
| YTD | +148.5% | +59.0% | +89.4% | +136.1% |
| 1Y | +121.7% | +85.3% | +36.4% | +106.9% |
| All | +121.7% | +80.6% | +41.1% | +106.9% |
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 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