+153.4%
NEM vs MDB
-26.9%
+180.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.6% |
| 7D | +3.9% | -18.0% | +21.9% | +5.0% |
| 30D | +12.7% | -10.7% | +23.5% | +13.3% |
| 3M | +28.7% | +1.0% | +27.7% | +28.1% |
| 6M | +9.8% | +31.6% | -21.9% | +7.2% |
| YTD | +28.1% | -15.2% | +43.3% | +28.1% |
| 1Y | +69.3% | +10.1% | +59.2% | +66.8% |
| 3Y | +247.7% | -5.6% | +253.3% | +237.0% |
| 5Y | +153.4% | -24.5% | +177.9% | +132.8% |
| All | +153.4% | -26.9% | +180.3% | +132.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling