+330.4%
NEM vs MDB
+1,017.4%
-687.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -1.5% |
| 7D | +0.3% | -17.4% | +17.7% | +1.5% |
| 30D | +23.1% | -2.0% | +25.1% | +23.0% |
| 3M | +18.5% | -3.0% | +21.5% | +18.3% |
| 6M | +7.8% | +48.7% | -40.9% | +4.2% |
| YTD | +29.1% | -12.1% | +41.3% | +28.9% |
| 1Y | +72.7% | +14.5% | +58.2% | +69.2% |
| 3Y | +248.7% | -6.1% | +254.9% | +237.6% |
| 5Y | +148.7% | -27.3% | +176.0% | +135.2% |
| All | +330.4% | +1,017.4% | -687.0% | +238.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling