+425.5%
NUE vs MLM
+161.0%
+264.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.8% |
| 7D | -10.6% | -4.1% | -6.4% | -8.3% |
| 30D | -0.6% | +8.2% | -8.8% | -5.1% |
| 3M | -9.7% | -3.6% | -6.1% | -8.2% |
| 6M | +5.1% | -15.6% | +20.7% | +14.7% |
| YTD | +51.4% | -16.4% | +67.9% | +64.4% |
| 1Y | +71.3% | -14.3% | +85.7% | +83.2% |
| 3Y | +66.8% | +19.3% | +47.5% | +44.6% |
| 5Y | +134.8% | +29.6% | +105.2% | +90.9% |
| All | +425.5% | +161.0% | +264.5% | +186.5% |
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