+1,319.3%
MU vs NEM
+152.5%
+1,166.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | +7.2% | +3.9% | +3.3% | +5.9% |
| 30D | +14.0% | +12.7% | +1.3% | +9.8% |
| 3M | +5.4% | +28.7% | -23.3% | -2.3% |
| 6M | +170.3% | +9.8% | +160.5% | +160.6% |
| YTD | +250.7% | +28.1% | +222.6% | +227.7% |
| 1Y | +662.1% | +69.3% | +592.8% | +577.0% |
| 3Y | +1,341.2% | +247.7% | +1,093.5% | +1,041.9% |
| 5Y | +1,319.3% | +153.4% | +1,166.0% | +1,030.9% |
| All | +1,319.3% | +152.5% | +1,166.8% | +1,030.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling