+290.6%
NEM vs M
+142.9%
+147.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.1% | -4.6% | +2.6% |
| 7D | +14.7% | +2.5% | +12.2% | +14.4% |
| 30D | +6.2% | +10.1% | -3.8% | +5.1% |
| 3M | +11.0% | -0.9% | +11.9% | +10.9% |
| 6M | +7.9% | +30.2% | -22.3% | +4.9% |
| YTD | +26.2% | +16.3% | +9.9% | +23.5% |
| 1Y | +51.5% | +27.0% | +24.5% | +47.1% |
| 3Y | +290.6% | +154.5% | +136.1% | +241.4% |
| All | +290.6% | +142.9% | +147.7% | +241.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling