+155.9%
NUE vs MKC
-33.0%
+188.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.1% | +1.5% |
| 7D | -0.6% | -1.5% | +0.8% | -0.4% |
| 30D | -4.6% | -3.1% | -1.4% | -4.2% |
| 3M | -0.3% | +5.2% | -5.5% | -1.5% |
| 6M | +51.9% | -12.8% | +64.7% | +55.6% |
| YTD | +60.0% | -23.3% | +83.3% | +68.1% |
| 1Y | +82.9% | -24.1% | +107.0% | +92.2% |
| 3Y | +66.0% | -32.1% | +98.1% | +78.2% |
| All | +155.9% | -33.0% | +188.9% | +190.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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