+245.3%
NEM vs MGY
+25.2%
+220.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -1.0% | +3.5% | -4.5% | -1.5% |
| 30D | +7.8% | +5.3% | +2.6% | +7.0% |
| 3M | +30.2% | +2.6% | +27.6% | +29.5% |
| 6M | +9.6% | -3.3% | +12.9% | +9.0% |
| YTD | +27.8% | +29.2% | -1.4% | +18.8% |
| 1Y | +60.7% | +18.0% | +42.7% | +52.1% |
| 3Y | +245.3% | +30.0% | +215.3% | +198.4% |
| All | +245.3% | +25.2% | +220.1% | +198.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 3y: compounded portfolio wealth divided by compounded MGY 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…
3y analysis · Full analysis span regression · 6 months rolling