+265.1%
MU vs NEM
+50.9%
+214.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +9.9% | -16.9% | -12.5% |
| 7D | -19.1% | +3.7% | -22.8% | -21.2% |
| 30D | -25.2% | +2.0% | -27.2% | -26.6% |
| 3M | -10.9% | +21.1% | -32.0% | -23.0% |
| 6M | +38.0% | +9.5% | +28.5% | +27.9% |
| YTD | +178.8% | +19.1% | +159.8% | +134.8% |
| 1Y | +265.1% | +51.1% | +214.0% | +137.0% |
| All | +265.1% | +50.9% | +214.3% | +137.0% |
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 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