+66.0%
NUE vs MTCH
-0.9%
+66.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.2% |
| 7D | -0.6% | +1.3% | -1.9% | -0.9% |
| 30D | -4.6% | +15.9% | -20.4% | -7.8% |
| 3M | -0.3% | +23.3% | -23.6% | -5.6% |
| 6M | +51.9% | +40.1% | +11.7% | +39.0% |
| YTD | +60.0% | +33.6% | +26.4% | +47.5% |
| 1Y | +82.9% | +14.1% | +68.8% | +75.6% |
| 3Y | +66.0% | +1.4% | +64.6% | +61.4% |
| All | +66.0% | -0.9% | +66.9% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling