+302.3%
NEM vs MET
+249.3%
+53.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | -1.0% | -0.5% | -0.5% | -0.9% |
| 30D | +7.8% | +0.5% | +7.3% | +7.8% |
| 3M | +30.2% | +11.6% | +18.6% | +28.5% |
| 6M | +9.6% | +40.8% | -31.2% | +5.4% |
| YTD | +27.8% | +25.7% | +2.2% | +24.2% |
| 1Y | +60.7% | +24.4% | +36.3% | +56.3% |
| 3Y | +245.3% | +67.5% | +177.8% | +224.4% |
| 5Y | +155.3% | +85.8% | +69.5% | +137.3% |
| All | +302.3% | +249.3% | +53.0% | +230.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling