+45.4%
NU vs MCO
+22.3%
+23.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.7% | +1.2% |
| 7D | -4.2% | -7.3% | +3.1% | +1.0% |
| 30D | +10.0% | -1.7% | +11.7% | +11.1% |
| 3M | +29.3% | +3.9% | +25.3% | +24.5% |
| 6M | +0.9% | +3.8% | -2.9% | -2.9% |
| YTD | -10.3% | -7.9% | -2.4% | -7.1% |
| 1Y | -3.2% | -6.8% | +3.7% | -1.5% |
| 3Y | +120.6% | +40.9% | +79.6% | +50.4% |
| All | +45.4% | +22.3% | +23.1% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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