+3,313.0%
NUE vs MCO
+7,284.8%
-3,971.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.3% |
| 7D | -2.7% | -7.3% | +4.7% | +0.5% |
| 30D | -6.1% | -1.7% | -4.4% | -5.6% |
| 3M | +2.2% | +3.9% | -1.7% | -0.2% |
| 6M | +50.8% | +3.8% | +47.0% | +46.7% |
| YTD | +57.5% | -7.9% | +65.4% | +59.6% |
| 1Y | +82.5% | -6.8% | +89.3% | +83.6% |
| 3Y | +61.7% | +40.9% | +20.7% | +34.5% |
| 5Y | +145.1% | +27.5% | +117.6% | +110.9% |
| 10Y | +577.8% | +381.4% | +196.4% | +224.0% |
| All | +3,313.0% | +7,284.8% | -3,971.8% | +534.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling