+5,222.5%
NUE vs MTCH
+14,593.1%
-9,370.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.9% | -1.1% |
| 7D | -2.7% | -1.4% | -1.2% | -2.4% |
| 30D | -6.1% | +13.6% | -19.7% | -8.0% |
| 3M | +2.2% | +22.4% | -20.2% | -1.4% |
| 6M | +50.8% | +37.2% | +13.6% | +42.7% |
| YTD | +57.5% | +31.8% | +25.7% | +49.7% |
| 1Y | +82.5% | +12.9% | +69.6% | +77.4% |
| 3Y | +61.7% | -1.1% | +62.8% | +58.1% |
| 5Y | +145.1% | -73.5% | +218.6% | +183.4% |
| 10Y | +577.8% | +200.7% | +377.1% | +409.4% |
| All | +5,222.5% | +14,593.1% | -9,370.6% | +3,200.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling