+45.4%
NU vs MTB
+83.9%
-38.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -4.2% | -0.4% | -3.8% | -4.0% |
| 30D | +10.0% | -4.6% | +14.6% | +12.4% |
| 3M | +29.3% | +7.4% | +21.8% | +24.9% |
| 6M | +0.9% | +18.7% | -17.7% | -6.8% |
| YTD | -10.3% | +21.1% | -31.3% | -18.0% |
| 1Y | -3.2% | +24.1% | -27.2% | -12.6% |
| 3Y | +120.6% | +115.3% | +5.2% | +52.3% |
| All | +45.4% | +83.9% | -38.5% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling