+120.1%
NEM vs MDT
-1.3%
+121.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.3% | -4.7% |
| 7D | -5.9% | -3.7% | -2.2% | -4.9% |
| 30D | -2.6% | +8.6% | -11.1% | -4.7% |
| 3M | -4.2% | +12.2% | -16.4% | -7.3% |
| 6M | -5.5% | +33.7% | -39.2% | -13.3% |
| YTD | +13.5% | +7.8% | +5.7% | +10.9% |
| 1Y | +22.2% | +8.9% | +13.3% | +18.8% |
| 3Y | +249.0% | +57.6% | +191.3% | +200.9% |
| 5Y | +120.1% | -0.7% | +120.8% | +111.4% |
| All | +120.1% | -1.3% | +121.3% | +111.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling