+379.9%
NEM vs M
-5.1%
+385.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.2% |
| 7D | +0.3% | -3.3% | +3.6% | +0.4% |
| 30D | +1.1% | +8.1% | -7.0% | +0.9% |
| 3M | +1.3% | +2.2% | -0.9% | +1.2% |
| 6M | -1.4% | +35.1% | -36.5% | -2.1% |
| YTD | +19.4% | +15.8% | +3.6% | +18.8% |
| 1Y | +32.9% | +25.8% | +7.1% | +32.1% |
| 3Y | +267.0% | +156.2% | +110.8% | +260.7% |
| 5Y | +131.0% | -2.4% | +133.4% | +126.8% |
| 10Y | +379.9% | -7.1% | +387.0% | +330.9% |
| All | +379.9% | -5.1% | +385.0% | +330.9% |
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