+320.5%
NEM vs MDB
+892.0%
-571.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.6% | -1.1% | +3.2% |
| 7D | +14.7% | -0.9% | +15.7% | +14.8% |
| 30D | +6.2% | -15.2% | +21.4% | +7.3% |
| 3M | +11.0% | -17.9% | +28.9% | +11.9% |
| 6M | +7.9% | +9.3% | -1.4% | +6.4% |
| YTD | +26.2% | -22.0% | +48.2% | +26.6% |
| 1Y | +51.5% | -9.3% | +60.8% | +50.4% |
| 3Y | +290.6% | -10.4% | +301.0% | +278.9% |
| 5Y | +153.1% | -43.2% | +196.3% | +143.2% |
| All | +320.5% | +892.0% | -571.5% | +232.3% |
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