+72.7%
NEM vs MAR
+27.3%
+45.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.3% | -4.2% | +4.4% | +1.2% |
| 30D | +23.1% | -6.7% | +29.8% | +24.7% |
| 3M | +18.5% | -12.5% | +31.0% | +21.3% |
| 6M | +7.8% | +0.6% | +7.2% | +7.7% |
| YTD | +29.1% | +9.1% | +20.0% | +28.3% |
| 1Y | +72.7% | +26.2% | +46.5% | +79.7% |
| All | +72.7% | +27.3% | +45.4% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling