+575.6%
NUE vs M
-3.0%
+578.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.7% | -6.2% | -0.4% |
| 7D | -0.6% | -4.2% | +3.6% | +0.3% |
| 30D | -4.6% | -7.2% | +2.6% | -2.9% |
| 3M | -0.3% | -11.1% | +10.8% | +2.3% |
| 6M | +51.9% | +28.8% | +23.1% | +41.7% |
| YTD | +60.0% | +2.0% | +57.9% | +57.4% |
| 1Y | +82.9% | +31.3% | +51.6% | +68.3% |
| 3Y | +66.0% | +119.1% | -53.1% | +26.0% |
| 5Y | +149.0% | +29.7% | +119.3% | +104.2% |
| All | +575.6% | -3.0% | +578.7% | +385.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling