+730.1%
NEM vs MET
+1,300.1%
-570.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.6% |
| 7D | +0.3% | +1.2% | -0.9% | +0.2% |
| 30D | +23.1% | +1.4% | +21.7% | +22.8% |
| 3M | +18.5% | +17.7% | +0.8% | +16.3% |
| 6M | +7.8% | +35.0% | -27.2% | +4.2% |
| YTD | +29.1% | +26.3% | +2.8% | +25.6% |
| 1Y | +72.7% | +22.8% | +49.8% | +68.4% |
| 3Y | +248.7% | +65.9% | +182.8% | +228.2% |
| 5Y | +148.7% | +85.4% | +63.3% | +129.9% |
| 10Y | +304.8% | +253.7% | +51.1% | +239.2% |
| All | +730.1% | +1,300.1% | -570.0% | +703.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling