+82.5%
NUE vs MCO
+0.4%
+82.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.6% |
| 7D | +4.2% | -4.2% | +8.4% | +4.2% |
| 30D | -5.0% | +2.2% | -7.2% | -5.0% |
| 3M | -0.2% | +10.1% | -10.3% | -0.3% |
| 6M | +49.1% | +5.3% | +43.9% | +48.7% |
| YTD | +61.0% | -2.7% | +63.7% | +62.4% |
| 1Y | +82.5% | -0.4% | +82.9% | +83.1% |
| All | +82.5% | +0.4% | +82.2% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling