+154.0%
NEM vs MAR
+151.1%
+2.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -3.3% | -2.1% | -1.2% | -3.0% |
| 30D | +7.8% | -5.7% | +13.5% | +8.8% |
| 3M | +36.3% | -14.6% | +50.9% | +39.2% |
| 6M | +6.6% | +1.3% | +5.2% | +6.4% |
| YTD | +27.1% | +6.7% | +20.4% | +25.9% |
| 1Y | +62.3% | +26.4% | +35.9% | +57.3% |
| 3Y | +245.1% | +64.7% | +180.3% | +221.5% |
| 5Y | +154.0% | +153.1% | +0.9% | +136.1% |
| All | +154.0% | +151.1% | +2.9% | +136.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling