+4,277.4%
MU vs NEM
+316.2%
+3,961.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.1% |
| 7D | -15.2% | +11.6% | -26.8% | -17.7% |
| 30D | -29.5% | +1.8% | -31.3% | -30.0% |
| 3M | -15.8% | +2.5% | -18.3% | -16.7% |
| 6M | -2.9% | +3.4% | -6.3% | -4.2% |
| YTD | +154.2% | +20.9% | +133.3% | +142.9% |
| 1Y | +186.6% | +37.2% | +149.4% | +167.6% |
| 3Y | +871.5% | +271.6% | +599.9% | +666.8% |
| 5Y | +911.7% | +136.6% | +775.0% | +725.1% |
| 10Y | +4,277.4% | +342.6% | +3,934.7% | +3,237.7% |
| All | +4,277.4% | +316.2% | +3,961.1% | +3,237.7% |
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