+157.7%
NEM vs MET
+82.9%
+74.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +3.1% | -0.8% | +3.8% | +3.2% |
| 30D | +10.0% | -1.4% | +11.4% | +10.2% |
| 3M | +30.9% | +12.5% | +18.4% | +28.2% |
| 6M | +10.5% | +37.1% | -26.6% | +4.8% |
| YTD | +29.7% | +23.8% | +6.0% | +24.7% |
| 1Y | +71.1% | +24.1% | +47.0% | +64.2% |
| 3Y | +252.1% | +65.2% | +186.9% | +221.8% |
| 5Y | +157.7% | +82.3% | +75.5% | +140.9% |
| All | +157.7% | +82.9% | +74.8% | +140.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling