+51.1%
NEM vs MAR
+62.0%
-10.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.0% | +7.9% | +9.2% |
| 7D | +3.7% | +7.7% | -4.0% | +1.2% |
| 30D | +2.0% | +19.4% | -17.4% | -3.4% |
| 3M | +21.1% | +23.3% | -2.2% | +13.4% |
| 6M | +9.5% | +22.8% | -13.3% | +2.1% |
| YTD | +19.1% | +37.8% | -18.7% | +6.1% |
| 1Y | +51.1% | +57.4% | -6.3% | +26.8% |
| All | +51.1% | +62.0% | -10.9% | +26.8% |
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