-6.4%
NU vs MTB
+24.6%
-31.0%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | -4.9% | 0.0% | -4.9% | -4.9% |
| 30D | +7.8% | -4.8% | +12.6% | +10.4% |
| 3M | +20.9% | +6.0% | +15.0% | +16.8% |
| 6M | +0.9% | +19.6% | -18.7% | -8.9% |
| YTD | -12.7% | +21.5% | -34.1% | -21.3% |
| 1Y | -6.4% | +24.7% | -31.1% | -18.6% |
| All | -6.4% | +24.6% | -31.0% | -18.6% |
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