-24.1%
NU vs MKC
-18.2%
-5.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.4% | -2.2% | +3.5% |
| 7D | +0.2% | +9.6% | -9.4% | +0.7% |
| 30D | -21.0% | +12.0% | -33.0% | -20.4% |
| 3M | -16.3% | -2.0% | -14.3% | -16.5% |
| 6M | -15.3% | +7.2% | -22.5% | -14.9% |
| YTD | -28.4% | -23.7% | -4.6% | -31.7% |
| 1Y | -24.1% | -18.3% | -5.8% | -29.1% |
| All | -24.1% | -18.2% | -5.9% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling