+75.3%
NUE vs M
+155.4%
-80.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.8% |
| 7D | -6.2% | +5.0% | -11.3% | -7.1% |
| 30D | +2.5% | +10.6% | -8.2% | +0.4% |
| 3M | -6.4% | +1.6% | -8.0% | -6.9% |
| 6M | +13.3% | +30.8% | -17.6% | +7.2% |
| YTD | +58.5% | +16.9% | +41.6% | +52.6% |
| 1Y | +81.9% | +26.3% | +55.6% | +72.2% |
| 3Y | +75.3% | +158.6% | -83.3% | +44.1% |
| All | +75.3% | +155.4% | -80.1% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling