+66.0%
NUE vs MCO
+42.6%
+23.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | -0.1% | +1.0% |
| 7D | -0.6% | -3.8% | +3.1% | +0.6% |
| 30D | -4.6% | -0.4% | -4.2% | -4.7% |
| 3M | -0.3% | +7.7% | -8.0% | -3.5% |
| 6M | +51.9% | +7.0% | +44.9% | +46.9% |
| YTD | +60.0% | -6.4% | +66.4% | +62.4% |
| 1Y | +82.9% | -7.6% | +90.5% | +86.7% |
| 3Y | +66.0% | +43.2% | +22.7% | +39.9% |
| All | +66.0% | +42.6% | +23.4% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling