+13,824.2%
MA vs NEM
+272.6%
+13,551.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.9% |
| 7D | -2.7% | +0.3% | -3.0% | -2.8% |
| 30D | +1.5% | +23.1% | -21.5% | -1.4% |
| 3M | +20.4% | +18.5% | +1.9% | +17.2% |
| 6M | +11.1% | +7.8% | +3.4% | +9.0% |
| YTD | +2.0% | +29.1% | -27.2% | -3.1% |
| 1Y | -2.2% | +72.7% | -74.8% | -11.4% |
| 3Y | +41.9% | +248.7% | -206.8% | +13.5% |
| 5Y | +75.4% | +148.7% | -73.3% | +45.1% |
| 10Y | +527.5% | +304.8% | +222.8% | +366.7% |
| All | +13,824.2% | +272.6% | +13,551.6% | +8,210.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling