+154.0%
NEM vs MKC
-33.9%
+187.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -3.3% | -2.8% | -0.5% | -2.8% |
| 30D | +7.8% | -3.4% | +11.2% | +8.4% |
| 3M | +36.3% | +3.8% | +32.5% | +34.6% |
| 6M | +6.6% | -17.9% | +24.5% | +11.6% |
| YTD | +27.1% | -23.6% | +50.8% | +35.4% |
| 1Y | +62.3% | -23.1% | +85.4% | +72.1% |
| 3Y | +245.1% | -31.5% | +276.6% | +275.8% |
| 5Y | +154.0% | -33.1% | +187.1% | +164.8% |
| All | +154.0% | -33.9% | +187.9% | +164.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling