+8,688.3%
NUE vs M
+436.6%
+8,251.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -3.9% |
| 7D | +2.8% | +7.0% | -4.3% | +0.6% |
| 30D | -2.1% | +8.9% | -11.0% | -4.9% |
| 3M | -7.3% | +4.5% | -11.8% | -9.2% |
| 6M | +8.9% | +36.2% | -27.3% | -1.9% |
| YTD | +55.6% | +15.1% | +40.5% | +46.3% |
| 1Y | +74.7% | +27.4% | +47.2% | +58.8% |
| 3Y | +71.7% | +160.1% | -88.5% | +16.9% |
| 5Y | +141.2% | -1.6% | +142.8% | +106.3% |
| 10Y | +429.6% | -7.7% | +437.3% | +269.8% |
| All | +8,688.3% | +436.6% | +8,251.7% | +3,175.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling