+291.8%
NEM vs MKTX
+1,445.1%
-1,153.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +3.1% | +0.3% | +2.8% | +3.0% |
| 30D | +10.0% | +1.0% | +9.0% | +9.9% |
| 3M | +30.9% | +40.8% | -9.9% | +24.6% |
| 6M | +10.5% | -10.9% | +21.4% | +11.5% |
| YTD | +29.7% | -8.6% | +38.3% | +30.3% |
| 1Y | +71.1% | -11.6% | +82.7% | +72.5% |
| 3Y | +252.1% | -24.5% | +276.6% | +258.7% |
| 5Y | +157.7% | -60.7% | +218.4% | +180.8% |
| 10Y | +319.4% | +5.1% | +314.2% | +302.2% |
| All | +291.8% | +1,445.1% | -1,153.2% | +146.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling