+300.2%
NEM vs MDT
+40.9%
+259.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -3.3% | -1.6% | -1.7% | -3.0% |
| 30D | +7.8% | +1.0% | +6.8% | +7.5% |
| 3M | +36.3% | +15.2% | +21.1% | +31.6% |
| 6M | +6.6% | +3.7% | +2.9% | +5.5% |
| YTD | +27.1% | -3.0% | +30.1% | +27.6% |
| 1Y | +62.3% | +2.5% | +59.9% | +60.6% |
| 3Y | +245.1% | +26.5% | +218.6% | +224.2% |
| 5Y | +154.0% | -18.3% | +172.3% | +156.3% |
| All | +300.2% | +40.9% | +259.3% | +283.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 10y: compounded portfolio wealth divided by compounded MDT 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…
10y analysis · Full analysis span regression · 6 months rolling