+3,101.0%
MPC vs NUE
+865.0%
+2,236.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | +5.4% | +4.2% | +1.2% | +3.1% |
| 30D | +31.0% | -5.0% | +35.9% | +34.1% |
| 3M | +46.0% | -0.2% | +46.2% | +44.3% |
| 6M | +77.3% | +49.1% | +28.2% | +39.5% |
| YTD | +141.9% | +61.0% | +80.9% | +82.2% |
| 1Y | +120.9% | +82.5% | +38.4% | +53.6% |
| 3Y | +182.7% | +57.9% | +124.8% | +103.0% |
| 5Y | +646.4% | +146.6% | +499.9% | +262.2% |
| 10Y | +1,138.7% | +561.6% | +577.1% | +176.6% |
| All | +3,101.0% | +865.0% | +2,236.0% | +358.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling