+87.8%
NUE vs MTCH
+27.4%
+60.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.4% | -6.5% | -2.1% |
| 7D | -1.4% | -4.4% | +3.0% | -1.3% |
| 30D | +6.6% | -0.3% | +6.9% | +6.5% |
| 3M | -2.0% | -2.0% | 0.0% | -1.7% |
| 6M | +19.2% | +6.4% | +12.8% | +19.6% |
| YTD | +65.6% | +27.3% | +38.3% | +64.1% |
| 1Y | +87.8% | +30.3% | +57.5% | +83.9% |
| All | +87.8% | +27.4% | +60.4% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 1y: compounded portfolio wealth divided by compounded MTCH 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…
1y analysis · Full analysis span regression · 6 months rolling