+32.9%
NEM vs MDB
-9.5%
+42.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.1% | -1.4% |
| 7D | +0.3% | +3.0% | -2.7% | 0.0% |
| 30D | +1.1% | -11.3% | +12.4% | +2.2% |
| 3M | +1.3% | -23.0% | +24.3% | +3.2% |
| 6M | -1.4% | +14.8% | -16.1% | -3.6% |
| YTD | +19.4% | -19.4% | +38.8% | +21.0% |
| 1Y | +32.9% | -9.0% | +41.9% | +35.9% |
| All | +32.9% | -9.5% | +42.4% | +35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling