+101.7%
MPC vs NUE
+79.2%
+22.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.4% |
| 7D | -8.8% | -6.2% | -2.6% | -8.3% |
| 30D | -14.4% | +2.5% | -16.8% | -14.4% |
| 3M | +21.9% | -6.4% | +28.3% | +22.4% |
| 6M | +60.1% | +13.3% | +46.8% | +58.2% |
| YTD | +142.3% | +58.5% | +83.8% | +129.7% |
| 1Y | +101.7% | +81.9% | +19.8% | +86.0% |
| All | +101.7% | +79.2% | +22.5% | +86.0% |
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