+55.4%
MPC vs NUE
+9.4%
+46.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +4.5% |
| 7D | -9.4% | -10.2% | +0.8% | -9.1% |
| 30D | -14.3% | -0.4% | -13.9% | -13.9% |
| 3M | +31.1% | -8.4% | +39.5% | +31.1% |
| All | +55.4% | +9.4% | +46.1% | +60.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling