+87.8%
NUE vs M
+36.6%
+51.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.6% | -9.7% | -3.4% |
| 7D | -1.4% | +8.3% | -9.7% | -2.9% |
| 30D | +6.6% | +14.2% | -7.6% | +3.7% |
| 3M | -2.0% | -1.1% | -0.9% | -1.6% |
| 6M | +19.2% | +36.6% | -17.4% | +12.2% |
| YTD | +65.6% | +19.8% | +45.8% | +59.5% |
| 1Y | +87.8% | +37.2% | +50.7% | +75.6% |
| All | +87.8% | +36.6% | +51.3% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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