+302.3%
NEM vs MCO
+393.6%
-91.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.1% |
| 7D | -1.0% | -3.8% | +2.8% | -0.1% |
| 30D | +7.8% | -0.4% | +8.2% | +7.9% |
| 3M | +30.2% | +7.7% | +22.5% | +27.6% |
| 6M | +9.6% | +7.0% | +2.6% | +7.4% |
| YTD | +27.8% | -6.4% | +34.2% | +28.8% |
| 1Y | +60.7% | -7.6% | +68.3% | +62.1% |
| 3Y | +245.3% | +43.2% | +202.1% | +206.6% |
| 5Y | +155.3% | +29.6% | +125.8% | +127.3% |
| All | +302.3% | +393.6% | -91.3% | +179.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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