+245.3%
NEM vs MKTX
-25.3%
+270.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | +7.8% | +0.7% | +7.1% | +7.7% |
| 3M | +30.2% | +40.8% | -10.6% | +21.9% |
| 6M | +9.6% | -8.0% | +17.6% | +10.8% |
| YTD | +27.8% | -8.7% | +36.6% | +29.3% |
| 1Y | +60.7% | -11.8% | +72.5% | +63.4% |
| 3Y | +245.3% | -24.0% | +269.3% | +251.5% |
| All | +245.3% | -25.3% | +270.6% | +251.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling