+319.4%
NEM vs M
-7.1%
+326.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.5% | +1.4% |
| 7D | +3.1% | -4.1% | +7.1% | +3.1% |
| 30D | +10.0% | -13.6% | +23.6% | +10.3% |
| 3M | +30.9% | -2.3% | +33.2% | +30.9% |
| 6M | +10.5% | +21.9% | -11.4% | +10.1% |
| YTD | +29.7% | -0.6% | +30.3% | +29.6% |
| 1Y | +71.1% | +29.7% | +41.4% | +70.1% |
| 3Y | +252.1% | +107.3% | +144.8% | +247.8% |
| 5Y | +157.7% | +20.5% | +137.2% | +154.6% |
| 10Y | +319.4% | -6.1% | +325.4% | +252.7% |
| All | +319.4% | -7.1% | +326.5% | +252.7% |
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