+549.5%
NUE vs MLM
+204.6%
+345.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.5% |
| 7D | +1.8% | +1.4% | +0.4% | +1.0% |
| 30D | -6.0% | -6.5% | +0.6% | -2.4% |
| 3M | +1.4% | -7.4% | +8.9% | +5.4% |
| 6M | +52.8% | -15.8% | +68.6% | +67.4% |
| YTD | +58.1% | -17.4% | +75.5% | +73.4% |
| 1Y | +80.4% | -17.9% | +98.3% | +98.0% |
| 3Y | +62.3% | +18.9% | +43.4% | +40.5% |
| 5Y | +146.2% | +43.4% | +102.8% | +88.8% |
| 10Y | +549.5% | +206.2% | +343.3% | +210.2% |
| All | +549.5% | +204.6% | +345.0% | +210.2% |
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