+587.1%
NEM vs MAR
+2,498.9%
-1,911.8%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +0.3% | -4.2% | +4.4% | +0.8% |
| 30D | +23.1% | -6.7% | +29.8% | +24.0% |
| 3M | +18.5% | -12.5% | +31.0% | +20.2% |
| 6M | +7.8% | +0.6% | +7.2% | +7.6% |
| YTD | +29.1% | +9.1% | +20.0% | +27.7% |
| 1Y | +72.7% | +26.2% | +46.5% | +67.9% |
| 3Y | +248.7% | +68.2% | +180.6% | +227.1% |
| 5Y | +148.7% | +163.9% | -15.2% | +120.2% |
| 10Y | +304.8% | +420.6% | -115.8% | +217.3% |
| All | +587.1% | +2,498.9% | -1,911.8% | +365.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling