+568.4%
MA vs NEM
+316.2%
+252.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.6% | +0.9% |
| 7D | +1.8% | +11.6% | -9.8% | +0.7% |
| 30D | +11.8% | +1.8% | +10.0% | +11.5% |
| 3M | +17.2% | +2.5% | +14.6% | +16.6% |
| 6M | +33.4% | +3.4% | +30.0% | +32.3% |
| YTD | +16.1% | +20.9% | -4.8% | +12.3% |
| 1Y | +19.9% | +37.2% | -17.3% | +14.0% |
| 3Y | +70.1% | +271.6% | -201.6% | +39.3% |
| 5Y | +89.6% | +136.6% | -47.0% | +61.7% |
| 10Y | +568.4% | +342.6% | +225.8% | +435.4% |
| All | +568.4% | +316.2% | +252.2% | +435.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 10y: compounded portfolio wealth divided by compounded NEM 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…
10y analysis · Full analysis span regression · 6 months rolling