+87.8%
NUE vs MKTX
+5.4%
+82.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.1% |
| 7D | -1.4% | +0.5% | -1.9% | -1.4% |
| 30D | +6.6% | +1.0% | +5.6% | +6.6% |
| 3M | -2.0% | +2.5% | -4.5% | -1.9% |
| 6M | +19.2% | +8.0% | +11.2% | +16.7% |
| YTD | +65.6% | -7.3% | +72.9% | +61.2% |
| 1Y | +87.8% | +4.7% | +83.2% | +87.4% |
| All | +87.8% | +5.4% | +82.5% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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