+14,059.5%
NUE vs MTB
+8,245.1%
+5,814.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | +1.8% | +2.8% | -1.0% | +0.4% |
| 30D | -6.0% | -4.2% | -1.8% | -3.9% |
| 3M | +1.4% | +7.8% | -6.4% | -2.2% |
| 6M | +52.8% | +14.8% | +38.0% | +42.6% |
| YTD | +58.1% | +20.8% | +37.3% | +43.8% |
| 1Y | +80.4% | +23.1% | +57.3% | +62.2% |
| 3Y | +62.3% | +114.8% | -52.5% | +9.9% |
| 5Y | +146.2% | +103.3% | +42.9% | +66.3% |
| 10Y | +549.5% | +173.0% | +376.5% | +268.7% |
| All | +14,059.5% | +8,245.1% | +5,814.4% | +2,205.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling