+15,689.5%
MA vs NEM
+264.1%
+15,425.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | 0.0% |
| 7D | -0.3% | +14.7% | -15.1% | -2.2% |
| 30D | +11.3% | +6.2% | +5.1% | +10.3% |
| 3M | +16.7% | +11.0% | +5.7% | +14.7% |
| 6M | +32.8% | +7.9% | +24.9% | +30.5% |
| YTD | +15.6% | +26.2% | -10.5% | +10.1% |
| 1Y | +19.6% | +51.5% | -31.9% | +10.7% |
| 3Y | +72.1% | +290.6% | -218.5% | +35.3% |
| 5Y | +96.0% | +153.1% | -57.0% | +61.6% |
| 10Y | +554.8% | +332.4% | +222.4% | +382.1% |
| All | +15,689.5% | +264.1% | +15,425.4% | +9,335.0% |
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