+719.8%
MU vs NEM
+73.9%
+645.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.8% | +7.9% | +7.1% |
| 7D | +9.0% | +0.3% | +8.7% | +8.6% |
| 30D | +13.8% | +23.1% | -9.3% | -0.3% |
| 3M | +2.1% | +18.5% | -16.4% | -8.9% |
| 6M | +153.8% | +7.8% | +146.0% | +135.1% |
| YTD | +256.4% | +29.1% | +227.3% | +201.9% |
| 1Y | +719.8% | +72.7% | +647.1% | +511.2% |
| All | +719.8% | +73.9% | +645.9% | +511.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling