+1,914.0%
NUE vs MKTX
+1,442.6%
+471.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.6% | +1.6% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | -4.6% | +0.7% | -5.3% | -4.7% |
| 3M | -0.3% | +40.8% | -41.1% | -10.4% |
| 6M | +51.9% | -8.0% | +59.9% | +52.6% |
| YTD | +60.0% | -8.7% | +68.7% | +60.6% |
| 1Y | +82.9% | -11.8% | +94.7% | +84.8% |
| 3Y | +66.0% | -24.0% | +90.0% | +68.2% |
| 5Y | +149.0% | -60.3% | +209.3% | +195.9% |
| 10Y | +588.3% | +5.0% | +583.4% | +455.5% |
| All | +1,914.0% | +1,442.6% | +471.4% | +413.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling