+63.4%
NUE vs MTB
+113.5%
-50.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.2% |
| 7D | -2.7% | -0.4% | -2.2% | -2.4% |
| 30D | -6.1% | -4.6% | -1.5% | -3.3% |
| 3M | +2.2% | +7.4% | -5.2% | -1.9% |
| 6M | +50.8% | +18.7% | +32.1% | +36.2% |
| YTD | +57.5% | +21.1% | +36.5% | +40.4% |
| 1Y | +82.5% | +24.1% | +58.4% | +60.0% |
| All | +63.4% | +113.5% | -50.0% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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