+87.8%
NUE vs MCO
+9.9%
+77.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.9% | -6.9% | -1.6% |
| 7D | -1.4% | +10.7% | -12.1% | -0.4% |
| 30D | +6.6% | +17.9% | -11.3% | +8.2% |
| 3M | -2.0% | +9.5% | -11.5% | -1.1% |
| 6M | +19.2% | +18.1% | +1.2% | +21.1% |
| YTD | +65.6% | +4.1% | +61.5% | +66.4% |
| 1Y | +87.8% | +9.3% | +78.5% | +88.9% |
| All | +87.8% | +9.9% | +77.9% | +88.9% |
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