+3,613.0%
NUE vs MLM
+2,961.7%
+651.3%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -1.1% |
| 7D | +4.2% | -2.9% | +7.1% | +5.7% |
| 30D | -5.0% | -6.8% | +1.8% | -1.7% |
| 3M | -0.2% | -11.2% | +11.0% | +5.3% |
| 6M | +49.1% | -21.8% | +71.0% | +67.6% |
| YTD | +61.0% | -17.0% | +78.0% | +74.3% |
| 1Y | +82.5% | -16.4% | +98.9% | +96.4% |
| 3Y | +57.9% | +14.5% | +43.4% | +43.6% |
| 5Y | +146.6% | +41.7% | +104.8% | +100.9% |
| 10Y | +561.6% | +200.0% | +361.6% | +257.9% |
| All | +3,613.0% | +2,961.7% | +651.3% | +810.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling