+51.1%
NEM vs MET
+35.0%
+16.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.2% | +7.7% | +9.3% |
| 7D | +3.7% | +3.9% | -0.2% | +2.7% |
| 30D | +2.0% | +6.8% | -4.9% | +0.6% |
| 3M | +21.1% | +7.7% | +13.4% | +19.1% |
| 6M | +9.5% | +32.9% | -23.4% | +1.7% |
| YTD | +19.1% | +33.9% | -14.8% | +9.1% |
| 1Y | +51.1% | +33.0% | +18.1% | +39.7% |
| All | +51.1% | +35.0% | +16.1% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 1y: compounded portfolio wealth divided by compounded MET 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…
1y analysis · Full analysis span regression · 6 months rolling