+342.6%
NEM vs M
-3.0%
+345.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.7% | -4.2% |
| 7D | +11.6% | +5.0% | +6.6% | +11.5% |
| 30D | +1.8% | +10.6% | -8.8% | +1.5% |
| 3M | +2.5% | +1.6% | +0.9% | +2.4% |
| 6M | +3.4% | +30.8% | -27.4% | +2.7% |
| YTD | +20.9% | +16.9% | +4.0% | +20.3% |
| 1Y | +37.2% | +26.3% | +10.9% | +36.3% |
| 3Y | +271.6% | +158.6% | +113.0% | +265.4% |
| 5Y | +136.6% | +2.1% | +134.6% | +132.4% |
| 10Y | +342.6% | -4.3% | +347.0% | +292.5% |
| All | +342.6% | -3.0% | +345.7% | +292.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling