+145.0%
NUE vs MLM
+41.9%
+103.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -1.2% |
| 7D | +4.2% | -2.9% | +7.1% | +6.0% |
| 30D | -5.0% | -6.8% | +1.8% | -1.0% |
| 3M | -0.2% | -11.2% | +11.0% | +6.5% |
| 6M | +49.1% | -21.8% | +71.0% | +71.8% |
| YTD | +61.0% | -17.0% | +78.0% | +76.3% |
| 1Y | +82.5% | -16.4% | +98.9% | +98.2% |
| 3Y | +57.9% | +14.5% | +43.4% | +35.4% |
| All | +145.0% | +41.9% | +103.1% | +76.8% |
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