+516.9%
MA vs NEM
+294.2%
+222.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.4% |
| 7D | -1.8% | +3.9% | -5.6% | -2.1% |
| 30D | +1.4% | +12.7% | -11.3% | +0.2% |
| 3M | +17.7% | +28.7% | -10.9% | +14.6% |
| 6M | +9.7% | +9.8% | -0.1% | +8.0% |
| YTD | +0.5% | +28.1% | -27.6% | -3.2% |
| 1Y | -2.1% | +69.3% | -71.4% | -9.3% |
| 3Y | +40.1% | +247.7% | -207.6% | +16.4% |
| 5Y | +67.5% | +153.4% | -85.9% | +42.3% |
| All | +516.9% | +294.2% | +222.7% | +398.2% |
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