+697.1%
NUE vs MUB
+76.5%
+620.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.3% |
| 7D | +2.8% | -1.3% | +4.0% | +3.2% |
| 30D | -2.1% | +2.2% | -4.3% | -2.8% |
| 3M | -7.3% | -1.6% | -5.7% | -6.9% |
| 6M | +8.9% | -1.3% | +10.1% | +9.3% |
| YTD | +55.6% | -0.7% | +56.3% | +55.9% |
| 1Y | +74.7% | -0.2% | +74.9% | +74.8% |
| 3Y | +71.7% | +9.6% | +62.0% | +66.5% |
| 5Y | +141.2% | +2.6% | +138.7% | +137.9% |
| 10Y | +429.6% | +21.5% | +408.1% | +406.7% |
| All | +697.1% | +76.5% | +620.6% | +492.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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