+302.3%
NEM vs MAR
+450.9%
-148.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.4% |
| 7D | -1.0% | -0.5% | -0.5% | -1.0% |
| 30D | +7.8% | -5.4% | +13.3% | +8.3% |
| 3M | +30.2% | -15.5% | +45.7% | +31.9% |
| 6M | +9.6% | +3.0% | +6.6% | +9.4% |
| YTD | +27.8% | +8.5% | +19.3% | +26.9% |
| 1Y | +60.7% | +26.0% | +34.7% | +57.8% |
| 3Y | +245.3% | +68.6% | +176.7% | +231.4% |
| 5Y | +155.3% | +157.4% | -2.0% | +138.9% |
| All | +302.3% | +450.9% | -148.6% | +173.1% |
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