+30.3%
NEM vs MDLN
-2.7%
+33.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.2% |
| 7D | +3.1% | -6.2% | +9.2% | +2.7% |
| 30D | +10.0% | +0.7% | +9.3% | +10.1% |
| 3M | +30.9% | -5.4% | +36.3% | +29.5% |
| 6M | +10.5% | -21.6% | +32.1% | +8.7% |
| YTD | +29.7% | -18.9% | +48.7% | +25.0% |
| All | +30.3% | -2.7% | +33.0% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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