+129.9%
MRK vs NUE
+146.6%
-16.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.7% |
| 7D | -4.3% | -0.6% | -3.6% | -4.2% |
| 30D | +8.3% | -4.6% | +12.8% | +8.7% |
| 3M | +20.0% | -0.3% | +20.4% | +19.8% |
| 6M | +25.7% | +51.9% | -26.2% | +20.3% |
| YTD | +38.7% | +60.0% | -21.2% | +32.2% |
| 1Y | +74.7% | +82.9% | -8.2% | +64.3% |
| 3Y | +45.4% | +66.0% | -20.6% | +35.9% |
| All | +129.9% | +146.6% | -16.7% | +106.7% |
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 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