+344.1%
NEM vs MDT
+62.9%
+281.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.4% | 0.0% |
| 7D | -6.4% | +1.0% | -7.5% | -6.6% |
| 30D | +1.4% | +9.2% | -7.7% | -0.5% |
| 3M | -0.7% | +14.5% | -15.2% | -3.8% |
| 6M | -4.5% | +37.3% | -41.8% | -11.4% |
| YTD | +14.0% | +9.8% | +4.2% | +11.2% |
| 1Y | +27.3% | +10.5% | +16.8% | +23.9% |
| 3Y | +250.5% | +57.4% | +193.1% | +213.9% |
| 5Y | +121.1% | +1.2% | +119.9% | +113.6% |
| All | +344.1% | +62.9% | +281.2% | +305.1% |
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