+48.6%
NUE vs UMAC
+473.8%
-425.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.0% | +1.6% |
| 7D | -0.6% | -3.4% | +2.8% | -0.5% |
| 30D | -4.6% | -15.1% | +10.5% | -4.3% |
| 3M | -0.3% | -10.8% | +10.5% | -0.5% |
| 6M | +51.9% | +15.7% | +36.2% | +48.8% |
| YTD | +60.0% | +80.1% | -20.2% | +54.0% |
| 1Y | +82.9% | +116.7% | -33.8% | +74.4% |
| All | +48.6% | +473.8% | -425.1% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling