+41.5%
NU vs MKC
-35.5%
+77.0%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.7% |
| 7D | -4.9% | -1.5% | -3.4% | -4.7% |
| 30D | +7.8% | -3.1% | +10.9% | +8.1% |
| 3M | +20.9% | +5.2% | +15.7% | +20.1% |
| 6M | +0.9% | -12.8% | +13.7% | +2.2% |
| YTD | -12.7% | -23.3% | +10.6% | -10.5% |
| 1Y | -6.4% | -24.1% | +17.7% | -4.0% |
| 3Y | +98.1% | -32.1% | +130.2% | +106.6% |
| All | +41.5% | -35.5% | +77.0% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling