+3,817.9%
NUE vs MOH
+1,358.8%
+2,459.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.1% |
| 7D | -0.6% | +1.7% | -2.3% | -1.0% |
| 30D | -4.6% | -0.9% | -3.7% | -4.4% |
| 3M | -0.3% | +5.7% | -6.0% | -2.0% |
| 6M | +51.9% | +39.1% | +12.8% | +40.0% |
| YTD | +60.0% | +17.7% | +42.3% | +50.4% |
| 1Y | +82.9% | +8.4% | +74.5% | +73.6% |
| 3Y | +66.0% | -36.6% | +102.5% | +68.6% |
| 5Y | +149.0% | -19.1% | +168.0% | +136.6% |
| 10Y | +588.3% | +262.8% | +325.5% | +331.8% |
| All | +3,817.9% | +1,358.8% | +2,459.1% | +1,445.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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