+77.8%
NUE vs MLM
+16.5%
+61.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.4% |
| 7D | +6.1% | -2.0% | +8.1% | +7.2% |
| 30D | +2.7% | +9.5% | -6.8% | -1.8% |
| 3M | -3.8% | -4.7% | +0.9% | -1.6% |
| 6M | +14.0% | -10.7% | +24.7% | +19.9% |
| YTD | +61.2% | -16.6% | +77.7% | +72.6% |
| 1Y | +77.8% | -15.4% | +93.2% | +88.7% |
| All | +77.8% | +16.5% | +61.3% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling