+332.4%
NEM vs MLM
+167.5%
+164.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +3.1% |
| 7D | +14.7% | -3.8% | +18.6% | +15.5% |
| 30D | +6.2% | +11.0% | -4.8% | +4.3% |
| 3M | +11.0% | -3.1% | +14.1% | +11.5% |
| 6M | +7.9% | -9.8% | +17.7% | +9.5% |
| YTD | +26.2% | -14.4% | +40.5% | +29.0% |
| 1Y | +51.5% | -12.6% | +64.1% | +54.5% |
| 3Y | +290.6% | +19.7% | +270.9% | +280.5% |
| 5Y | +153.1% | +29.8% | +123.3% | +141.7% |
| 10Y | +332.4% | +153.5% | +178.9% | +270.6% |
| All | +332.4% | +167.5% | +164.9% | +270.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling