+442.1%
NUE vs M
-6.5%
+448.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.1% |
| 7D | -2.4% | -3.3% | +0.9% | -1.6% |
| 30D | +3.8% | +8.1% | -4.3% | +1.6% |
| 3M | -3.7% | +2.2% | -5.9% | -4.7% |
| 6M | +13.2% | +35.1% | -21.9% | +4.1% |
| YTD | +61.6% | +15.8% | +45.8% | +53.5% |
| 1Y | +83.6% | +25.8% | +57.8% | +70.5% |
| 3Y | +78.6% | +156.2% | -77.6% | +30.4% |
| 5Y | +148.0% | -2.4% | +150.3% | +119.2% |
| All | +442.1% | -6.5% | +448.6% | +299.1% |
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