+146.8%
NUE vs M
+22.2%
+124.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.8% | +1.6% |
| 7D | -2.3% | -4.1% | +1.8% | -1.3% |
| 30D | -6.1% | -13.6% | +7.5% | -2.7% |
| 3M | +1.7% | -2.3% | +3.9% | +2.0% |
| 6M | +53.1% | +21.9% | +31.2% | +45.1% |
| YTD | +59.0% | -0.6% | +59.6% | +57.8% |
| 1Y | +85.3% | +29.7% | +55.6% | +71.5% |
| 3Y | +63.2% | +107.3% | -44.0% | +24.1% |
| 5Y | +146.8% | +20.5% | +126.3% | +108.2% |
| All | +146.8% | +22.2% | +124.6% | +108.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling