-24.1%
NU vs MP
-35.7%
+11.6%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.1% | +8.3% | +4.2% |
| 7D | +0.2% | -12.5% | +12.7% | +2.6% |
| 30D | -21.0% | -23.3% | +2.3% | -17.2% |
| 3M | -16.3% | -24.4% | +8.0% | -11.8% |
| 6M | -15.3% | -45.8% | +30.4% | -7.4% |
| YTD | -28.4% | -28.9% | +0.5% | -25.7% |
| 1Y | -24.1% | -34.6% | +10.5% | -20.9% |
| All | -24.1% | -35.7% | +11.6% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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