+323.8%
NEM vs MDB
+1,032.9%
-709.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.3% | -6.3% | -2.3% |
| 7D | -3.3% | -2.8% | -0.5% | -3.1% |
| 30D | +7.8% | -14.9% | +22.7% | +8.8% |
| 3M | +36.3% | +7.3% | +28.9% | +35.1% |
| 6M | +6.6% | +38.2% | -31.6% | +3.5% |
| YTD | +27.1% | -10.9% | +38.1% | +26.8% |
| 1Y | +62.3% | +11.6% | +50.7% | +59.3% |
| 3Y | +245.1% | -0.9% | +246.0% | +232.8% |
| 5Y | +154.0% | -23.5% | +177.5% | +139.3% |
| All | +323.8% | +1,032.9% | -709.1% | +232.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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