+45.4%
NU vs MAR
+119.7%
-74.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.9% | +0.7% |
| 7D | -4.2% | -2.1% | -2.1% | -2.8% |
| 30D | +10.0% | -5.7% | +15.7% | +14.7% |
| 3M | +29.3% | -14.6% | +43.9% | +44.1% |
| 6M | +0.9% | +1.3% | -0.4% | -1.4% |
| YTD | -10.3% | +6.7% | -17.0% | -17.0% |
| 1Y | -3.2% | +26.4% | -29.6% | -22.7% |
| 3Y | +120.6% | +64.7% | +55.8% | +33.1% |
| All | +45.4% | +119.7% | -74.3% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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