-24.1%
NU vs MTB
+27.0%
-51.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.2% | +2.1% | +2.6% |
| 7D | +0.2% | +2.0% | -1.8% | -0.9% |
| 30D | -21.0% | +2.9% | -23.9% | -22.3% |
| 3M | -16.3% | -10.7% | -5.7% | -11.1% |
| 6M | -15.3% | +6.3% | -21.7% | -19.2% |
| YTD | -28.4% | +13.8% | -42.2% | -34.1% |
| 1Y | -24.1% | +27.7% | -51.9% | -34.9% |
| All | -24.1% | +27.0% | -51.1% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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