+4,441.4%
NUE vs MDY
+2,615.3%
+1,826.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.7% |
| 7D | -2.3% | -0.8% | -1.5% | -1.5% |
| 30D | -6.1% | -3.9% | -2.2% | -2.0% |
| 3M | +1.7% | 0.0% | +1.7% | +1.7% |
| 6M | +53.1% | +8.5% | +44.5% | +40.2% |
| YTD | +59.0% | +13.2% | +45.8% | +39.1% |
| 1Y | +85.3% | +15.0% | +70.3% | +59.2% |
| 3Y | +63.2% | +49.6% | +13.7% | +6.3% |
| 5Y | +146.8% | +46.0% | +100.8% | +66.9% |
| 10Y | +584.3% | +176.4% | +407.9% | +140.2% |
| All | +4,441.4% | +2,615.3% | +1,826.2% | +179.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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