+106,206.6%
MU vs NEM
+487.7%
+105,718.9%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.8% | +7.9% | +6.3% |
| 7D | +9.0% | +0.3% | +8.7% | +8.9% |
| 30D | +13.8% | +23.1% | -9.3% | +10.9% |
| 3M | +2.1% | +18.5% | -16.4% | +0.2% |
| 6M | +153.8% | +7.8% | +146.0% | +151.6% |
| YTD | +256.4% | +29.1% | +227.3% | +246.5% |
| 1Y | +719.8% | +72.7% | +647.1% | +673.8% |
| 3Y | +1,360.4% | +248.7% | +1,111.6% | +1,176.7% |
| 5Y | +1,312.4% | +148.7% | +1,163.7% | +1,158.8% |
| 10Y | +6,142.6% | +304.8% | +5,837.8% | +5,140.2% |
| All | +106,206.6% | +487.7% | +105,718.9% | +82,796.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling