+72.7%
NEM vs MKC
-23.4%
+96.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.9% |
| 7D | +0.3% | -5.9% | +6.2% | -0.1% |
| 30D | +23.1% | -0.9% | +24.0% | +23.0% |
| 3M | +18.5% | +12.7% | +5.8% | +18.7% |
| 6M | +7.8% | -19.3% | +27.1% | +12.0% |
| YTD | +29.1% | -22.2% | +51.3% | +35.2% |
| 1Y | +72.7% | -23.3% | +96.0% | +79.4% |
| All | +72.7% | -23.4% | +96.1% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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