+72.7%
NEM vs MCK
+32.0%
+40.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -2.1% |
| 7D | +0.3% | +1.7% | -1.4% | +0.6% |
| 30D | +23.1% | +3.6% | +19.5% | +24.0% |
| 3M | +18.5% | +20.1% | -1.6% | +23.2% |
| 6M | +7.8% | -7.0% | +14.8% | +9.1% |
| YTD | +29.1% | +11.0% | +18.1% | +37.8% |
| 1Y | +72.7% | +31.8% | +40.8% | +83.1% |
| All | +72.7% | +32.0% | +40.7% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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