+229.2%
MXL vs NUE
+61.7%
+167.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.6% | +6.0% | +6.7% |
| 7D | +18.9% | -0.6% | +19.5% | +19.3% |
| 30D | +0.3% | -4.6% | +4.9% | +3.2% |
| 3M | -8.0% | -0.3% | -7.7% | -8.9% |
| 6M | +341.2% | +51.9% | +289.4% | +237.6% |
| YTD | +327.8% | +60.0% | +267.8% | +217.2% |
| 1Y | +364.9% | +82.9% | +282.0% | +217.4% |
| 3Y | +229.2% | +66.0% | +163.3% | +122.8% |
| All | +229.2% | +61.7% | +167.5% | +122.8% |
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