+476.1%
NEM vs M
+442.1%
+34.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.1% | -4.6% | +3.3% |
| 7D | +14.7% | +2.5% | +12.2% | +14.6% |
| 30D | +6.2% | +10.1% | -3.8% | +5.9% |
| 3M | +11.0% | -0.9% | +11.9% | +11.0% |
| 6M | +7.9% | +30.2% | -22.3% | +7.1% |
| YTD | +26.2% | +16.3% | +9.9% | +25.4% |
| 1Y | +51.5% | +27.0% | +24.5% | +50.3% |
| 3Y | +290.6% | +154.5% | +136.1% | +279.9% |
| 5Y | +153.1% | -1.1% | +154.1% | +148.9% |
| 10Y | +332.4% | +0.5% | +331.9% | +317.6% |
| All | +476.1% | +442.1% | +34.0% | +514.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling