+157.7%
NEM vs MDT
-20.5%
+178.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | +3.1% | -0.3% | +3.4% | +3.1% |
| 30D | +10.0% | +2.8% | +7.2% | +9.1% |
| 3M | +30.9% | +13.1% | +17.8% | +26.1% |
| 6M | +10.5% | +2.3% | +8.2% | +9.7% |
| YTD | +29.7% | -2.7% | +32.4% | +30.4% |
| 1Y | +71.1% | +0.9% | +70.3% | +69.7% |
| 3Y | +252.1% | +26.8% | +225.3% | +223.4% |
| 5Y | +157.7% | -19.5% | +177.2% | +145.9% |
| All | +157.7% | -20.5% | +178.2% | +145.9% |
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