+51.1%
NEM vs MKTX
+5.4%
+45.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | 0.0% | +9.9% | +9.9% |
| 7D | +3.7% | +0.5% | +3.2% | +3.6% |
| 30D | +2.0% | +1.0% | +1.0% | +1.8% |
| 3M | +21.1% | +2.5% | +18.6% | +20.7% |
| 6M | +9.5% | +8.0% | +1.5% | +7.5% |
| YTD | +19.1% | -7.3% | +26.3% | +22.5% |
| 1Y | +51.1% | +4.7% | +46.4% | +47.7% |
| All | +51.1% | +5.4% | +45.7% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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