+87.8%
NUE vs UMAC
+2.9%
+84.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -10.9% | +8.8% | -1.6% |
| 7D | -1.4% | -26.0% | +24.6% | -0.2% |
| 30D | +6.6% | -40.3% | +46.9% | +8.8% |
| 3M | -2.0% | -51.1% | +49.1% | +0.5% |
| 6M | +19.2% | -5.6% | +24.9% | +17.3% |
| YTD | +65.6% | +2.3% | +63.3% | +58.6% |
| 1Y | +87.8% | +7.9% | +80.0% | +77.8% |
| All | +87.8% | +2.9% | +84.9% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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