+155.9%
NUE vs MGY
+88.8%
+67.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -0.6% | +3.5% | -4.2% | -1.8% |
| 30D | -4.6% | +5.3% | -9.8% | -6.4% |
| 3M | -0.3% | +2.6% | -3.0% | -1.8% |
| 6M | +51.9% | -3.3% | +55.2% | +51.0% |
| YTD | +60.0% | +29.2% | +30.8% | +42.3% |
| 1Y | +82.9% | +18.0% | +64.9% | +67.7% |
| 3Y | +66.0% | +30.0% | +36.0% | +44.9% |
| All | +155.9% | +88.8% | +67.1% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling