+45.2%
NU vs MKC
-35.3%
+80.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -2.1% |
| 7D | -2.6% | -4.3% | +1.7% | -2.2% |
| 30D | +8.2% | -3.1% | +11.3% | +8.5% |
| 3M | +26.3% | +6.8% | +19.4% | +25.2% |
| 6M | +2.2% | -18.3% | +20.6% | +4.3% |
| YTD | -10.4% | -23.1% | +12.7% | -8.2% |
| 1Y | -3.0% | -23.7% | +20.7% | -0.5% |
| 3Y | +120.3% | -31.0% | +151.3% | +129.0% |
| All | +45.2% | -35.3% | +80.5% | +50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling