+855.4%
MU vs NEM
+228.5%
+626.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +4.7% |
| 7D | -22.0% | +13.4% | -35.4% | -26.2% |
| 30D | -36.6% | +6.5% | -43.1% | -38.5% |
| 3M | -21.7% | +14.9% | -36.6% | -26.7% |
| 6M | +3.5% | +5.5% | -2.0% | 0.0% |
| YTD | +141.9% | +21.9% | +120.1% | +122.9% |
| 1Y | +189.8% | +47.9% | +142.0% | +153.2% |
| 3Y | +855.4% | +238.2% | +617.2% | +611.0% |
| All | +855.4% | +228.5% | +626.9% | +611.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling