+154.0%
NEM vs MDY
+43.9%
+110.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.5% |
| 7D | -3.3% | -2.5% | -0.8% | -2.0% |
| 30D | +7.8% | -5.0% | +12.9% | +10.8% |
| 3M | +36.3% | +0.5% | +35.8% | +36.2% |
| 6M | +6.6% | +8.0% | -1.4% | +3.3% |
| YTD | +27.1% | +12.2% | +15.0% | +21.5% |
| 1Y | +62.3% | +14.0% | +48.4% | +54.1% |
| 3Y | +245.1% | +48.2% | +196.9% | +193.9% |
| 5Y | +154.0% | +46.1% | +107.9% | +108.9% |
| All | +154.0% | +43.9% | +110.0% | +108.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling