+434.6%
NUE vs MLM
+167.5%
+267.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.7% | +0.3% |
| 7D | -10.2% | -3.8% | -6.4% | -8.1% |
| 30D | -0.4% | +11.0% | -11.4% | -6.4% |
| 3M | -8.4% | -3.1% | -5.3% | -7.1% |
| 6M | +10.1% | -9.8% | +19.9% | +15.6% |
| YTD | +54.1% | -14.4% | +68.4% | +65.0% |
| 1Y | +74.7% | -12.6% | +87.3% | +84.6% |
| 3Y | +72.0% | +19.7% | +52.2% | +48.8% |
| 5Y | +136.4% | +29.8% | +106.6% | +91.9% |
| 10Y | +434.6% | +153.5% | +281.1% | +187.5% |
| All | +434.6% | +167.5% | +267.2% | +187.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling