+324.0%
NEM vs MLM
+185.4%
+138.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.3% |
| 7D | +13.4% | -4.1% | +17.5% | +14.2% |
| 30D | +6.5% | +8.2% | -1.7% | +5.0% |
| 3M | +14.9% | -3.6% | +18.5% | +15.6% |
| 6M | +5.5% | -15.6% | +21.1% | +8.3% |
| YTD | +21.9% | -16.4% | +38.3% | +25.2% |
| 1Y | +47.9% | -14.3% | +62.2% | +51.4% |
| 3Y | +238.2% | +19.3% | +218.9% | +229.8% |
| 5Y | +146.2% | +29.6% | +116.6% | +135.3% |
| All | +324.0% | +185.4% | +138.6% | +263.2% |
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