+82.5%
NUE vs MGY
+15.5%
+67.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.5% |
| 7D | +4.2% | +2.1% | +2.1% | +4.1% |
| 30D | -5.0% | +13.8% | -18.8% | -5.8% |
| 3M | -0.2% | -4.3% | +4.1% | +0.7% |
| 6M | +49.1% | -5.1% | +54.2% | +47.5% |
| YTD | +61.0% | +24.8% | +36.2% | +47.2% |
| 1Y | +82.5% | +11.8% | +70.7% | +70.0% |
| All | +82.5% | +15.5% | +67.0% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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