+146.2%
NUE vs MLM
+25.7%
+120.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.7% | -3.0% |
| 7D | +2.8% | -0.9% | +3.6% | +3.3% |
| 30D | -2.1% | +9.0% | -11.1% | -7.2% |
| 3M | -7.3% | -5.6% | -1.8% | -4.4% |
| 6M | +8.9% | -10.7% | +19.6% | +15.4% |
| YTD | +55.6% | -17.2% | +72.8% | +70.3% |
| 1Y | +74.7% | -14.2% | +88.9% | +86.6% |
| 3Y | +71.7% | +15.6% | +56.1% | +45.4% |
| All | +146.2% | +25.7% | +120.5% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling