+472.4%
NEM vs MDT
+7,800.2%
-7,327.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.6% |
| 7D | +3.9% | +0.4% | +3.5% | +3.8% |
| 30D | +12.7% | +6.0% | +6.7% | +12.1% |
| 3M | +28.7% | +15.5% | +13.1% | +26.8% |
| 6M | +9.8% | +3.4% | +6.4% | +9.3% |
| YTD | +28.1% | -2.2% | +30.3% | +28.2% |
| 1Y | +69.3% | +2.6% | +66.8% | +68.6% |
| 3Y | +247.7% | +27.5% | +220.1% | +238.7% |
| 5Y | +153.4% | -20.1% | +173.4% | +155.6% |
| 10Y | +291.3% | +39.1% | +252.2% | +275.5% |
| All | +472.4% | +7,800.2% | -7,327.8% | +429.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling