+191.7%
MPC vs NUE
+68.2%
+123.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +4.1% |
| 7D | -9.4% | -10.2% | +0.8% | -6.3% |
| 30D | -14.3% | -0.4% | -13.9% | -14.4% |
| 3M | +31.1% | -8.4% | +39.5% | +34.1% |
| 6M | +60.3% | +10.1% | +50.2% | +52.9% |
| YTD | +142.5% | +54.1% | +88.4% | +103.2% |
| 1Y | +104.6% | +74.7% | +29.8% | +62.7% |
| 3Y | +191.7% | +72.0% | +119.7% | +112.6% |
| All | +191.7% | +68.2% | +123.5% | +112.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling