+344.1%
NEM vs MAR
+529.3%
-185.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -6.4% | +1.6% | -8.0% | -6.6% |
| 30D | +1.4% | +13.8% | -12.4% | +0.4% |
| 3M | -0.7% | +20.3% | -21.0% | -2.2% |
| 6M | -4.5% | +21.3% | -25.8% | -6.0% |
| YTD | +14.0% | +37.2% | -23.2% | +11.2% |
| 1Y | +27.3% | +48.4% | -21.2% | +23.5% |
| 3Y | +250.5% | +120.1% | +130.4% | +230.7% |
| 5Y | +121.1% | +182.1% | -61.0% | +105.5% |
| All | +344.1% | +529.3% | -185.2% | +315.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling