+155.9%
NUE vs MTB
+104.1%
+51.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.4% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | -4.6% | -4.8% | +0.2% | -1.9% |
| 3M | -0.3% | +6.0% | -6.3% | -3.3% |
| 6M | +51.9% | +19.6% | +32.3% | +38.1% |
| YTD | +60.0% | +21.5% | +38.5% | +44.0% |
| 1Y | +82.9% | +24.7% | +58.2% | +62.1% |
| 3Y | +66.0% | +108.6% | -42.6% | +14.6% |
| All | +155.9% | +104.1% | +51.8% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling