+678.6%
MPC vs NUE
+142.0%
+536.6%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.1% | +2.8% |
| 7D | +3.9% | +1.8% | +2.1% | +3.3% |
| 30D | +33.8% | -6.0% | +39.7% | +36.0% |
| 3M | +49.9% | +1.4% | +48.4% | +48.3% |
| 6M | +80.9% | +52.8% | +28.1% | +56.3% |
| YTD | +147.4% | +58.1% | +89.3% | +111.3% |
| 1Y | +123.2% | +80.4% | +42.8% | +81.6% |
| 3Y | +171.7% | +62.3% | +109.4% | +122.7% |
| 5Y | +678.6% | +146.2% | +532.4% | +458.5% |
| All | +678.6% | +142.0% | +536.6% | +458.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling