+72,065.9%
MU vs NEM
+454.8%
+71,611.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +5.0% |
| 7D | -22.0% | +13.4% | -35.4% | -23.3% |
| 30D | -36.6% | +6.5% | -43.1% | -37.2% |
| 3M | -21.7% | +14.9% | -36.6% | -23.2% |
| 6M | +3.5% | +5.5% | -2.0% | +2.9% |
| YTD | +141.9% | +21.9% | +120.1% | +136.4% |
| 1Y | +189.8% | +47.9% | +142.0% | +177.8% |
| 3Y | +855.4% | +238.2% | +617.2% | +738.0% |
| 5Y | +869.2% | +146.2% | +723.0% | +764.9% |
| 10Y | +4,142.8% | +309.3% | +3,833.5% | +3,462.9% |
| All | +72,065.9% | +454.8% | +71,611.1% | +56,465.2% |
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