+379.7%
NEM vs MDY
+2,644.5%
-2,264.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +3.9% | +1.0% | +2.8% | +3.5% |
| 30D | +12.7% | -3.1% | +15.9% | +14.0% |
| 3M | +28.7% | +1.8% | +26.8% | +28.0% |
| 6M | +9.8% | +10.8% | -1.0% | +6.3% |
| YTD | +28.1% | +14.4% | +13.7% | +22.9% |
| 1Y | +69.3% | +15.2% | +54.1% | +62.2% |
| 3Y | +247.7% | +51.2% | +196.5% | +203.2% |
| 5Y | +153.4% | +47.2% | +106.1% | +120.3% |
| 10Y | +291.3% | +171.1% | +120.2% | +169.1% |
| All | +379.7% | +2,644.5% | -2,264.8% | +102.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling