+73.7%
NUE vs MLM
-14.6%
+88.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.4% |
| 7D | -10.6% | -4.1% | -6.4% | -9.0% |
| 30D | -0.6% | +8.2% | -8.8% | -3.1% |
| 3M | -9.7% | -3.6% | -6.1% | -8.3% |
| 6M | +5.1% | -15.6% | +20.7% | +11.3% |
| YTD | +51.4% | -16.4% | +67.9% | +54.8% |
| All | +73.7% | -14.6% | +88.3% | +76.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling