+19.3%
NU vs MP
-23.1%
+42.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.2% | +1.8% |
| 7D | +2.8% | +2.3% | +0.5% | +2.3% |
| 30D | -23.0% | -15.3% | -7.8% | -20.6% |
| 3M | -9.7% | -33.5% | +23.8% | -2.4% |
| 6M | -8.7% | -45.5% | +36.8% | +1.2% |
| YTD | -26.4% | -27.3% | +0.9% | -24.1% |
| 1Y | -24.8% | -40.7% | +15.9% | -19.7% |
| 3Y | +44.6% | +145.9% | -101.2% | -16.9% |
| All | +19.3% | -23.1% | +42.4% | +2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling