+245.3%
NEM vs MCK
+112.3%
+133.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -1.0% | -2.9% | +1.9% | -1.2% |
| 30D | +7.8% | +0.4% | +7.4% | +7.9% |
| 3M | +30.2% | +12.1% | +18.1% | +31.6% |
| 6M | +9.6% | -5.4% | +15.0% | +10.5% |
| YTD | +27.8% | +7.8% | +20.0% | +30.5% |
| 1Y | +60.7% | +22.9% | +37.8% | +63.7% |
| 3Y | +245.3% | +110.7% | +134.6% | +294.4% |
| All | +245.3% | +112.3% | +133.0% | +294.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling