+48.4%
NU vs MAR
+119.5%
-71.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +1.4% |
| 7D | +6.0% | -1.7% | +7.7% | +7.3% |
| 30D | +10.8% | -6.9% | +17.7% | +16.6% |
| 3M | +32.2% | -15.8% | +48.0% | +48.9% |
| 6M | +5.1% | +1.9% | +3.2% | +2.2% |
| YTD | -8.4% | +6.6% | -15.0% | -15.2% |
| 1Y | +0.7% | +23.7% | -22.9% | -18.1% |
| 3Y | +125.1% | +64.6% | +60.5% | +36.0% |
| All | +48.4% | +119.5% | -71.1% | -33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling