+46.4%
NUE vs UMAC
+488.3%
-441.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.8% |
| 7D | -2.7% | -4.0% | +1.3% | -2.6% |
| 30D | -6.1% | -9.4% | +3.3% | -6.0% |
| 3M | +2.2% | +3.0% | -0.7% | +1.5% |
| 6M | +50.8% | +27.2% | +23.6% | +47.3% |
| YTD | +57.5% | +84.7% | -27.2% | +51.6% |
| 1Y | +82.5% | +136.5% | -54.0% | +73.6% |
| All | +46.4% | +488.3% | -441.9% | +34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling