+76,578.9%
MU vs NEM
+474.3%
+76,104.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.5% | +2.7% | +5.8% |
| 7D | -12.0% | +14.7% | -26.8% | -13.6% |
| 30D | -28.7% | +6.2% | -35.0% | -29.4% |
| 3M | -16.4% | +11.0% | -27.5% | -17.7% |
| 6M | -1.8% | +7.9% | -9.7% | -2.7% |
| YTD | +157.1% | +26.2% | +130.9% | +150.2% |
| 1Y | +208.5% | +51.5% | +157.0% | +194.8% |
| 3Y | +906.2% | +290.6% | +615.6% | +770.5% |
| 5Y | +893.4% | +153.1% | +740.3% | +783.6% |
| 10Y | +4,271.9% | +332.4% | +3,939.5% | +3,551.6% |
| All | +76,578.9% | +474.3% | +76,104.6% | +59,768.4% |
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