+153.4%
NEM vs M
+24.8%
+128.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.6% |
| 7D | +3.9% | +2.4% | +1.5% | +3.7% |
| 30D | +12.7% | -11.6% | +24.3% | +13.5% |
| 3M | +28.7% | +1.6% | +27.0% | +28.4% |
| 6M | +9.8% | +25.2% | -15.4% | +8.4% |
| YTD | +28.1% | +3.8% | +24.4% | +27.5% |
| 1Y | +69.3% | +36.3% | +33.0% | +66.3% |
| 3Y | +247.7% | +116.3% | +131.3% | +234.1% |
| 5Y | +153.4% | +28.2% | +125.2% | +146.5% |
| All | +153.4% | +24.8% | +128.5% | +146.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling