+472.4%
NEM vs MKC
+3,364.7%
-2,892.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | +3.9% | -4.3% | +8.2% | +4.4% |
| 30D | +12.7% | -2.0% | +14.7% | +12.9% |
| 3M | +28.7% | +10.0% | +18.7% | +26.8% |
| 6M | +9.8% | -18.5% | +28.3% | +12.1% |
| YTD | +28.1% | -22.4% | +50.5% | +31.5% |
| 1Y | +69.3% | -23.6% | +93.0% | +74.0% |
| 3Y | +247.7% | -30.4% | +278.1% | +259.7% |
| 5Y | +153.4% | -34.2% | +187.6% | +163.2% |
| 10Y | +291.3% | +26.8% | +264.5% | +281.4% |
| All | +472.4% | +3,364.7% | -2,892.3% | +428.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling