+302.3%
NEM vs MDY
+177.2%
+125.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -1.0% | -1.9% | +0.9% | -0.3% |
| 30D | +7.8% | -4.6% | +12.5% | +9.9% |
| 3M | +30.2% | -1.2% | +31.4% | +30.9% |
| 6M | +9.6% | +9.2% | +0.4% | +6.5% |
| YTD | +27.8% | +13.1% | +14.8% | +22.9% |
| 1Y | +60.7% | +13.0% | +47.7% | +54.6% |
| 3Y | +245.3% | +49.2% | +196.1% | +202.2% |
| 5Y | +155.3% | +47.2% | +108.1% | +121.7% |
| All | +302.3% | +177.2% | +125.1% | +170.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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