+32.9%
NEM vs MLM
-14.6%
+47.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -0.9% |
| 7D | +0.3% | -5.8% | +6.1% | +3.1% |
| 30D | +1.1% | +9.8% | -8.7% | -3.7% |
| 3M | +1.3% | -5.2% | +6.5% | +3.7% |
| 6M | -1.4% | -10.3% | +8.9% | +2.9% |
| YTD | +19.4% | -15.5% | +34.9% | +25.4% |
| 1Y | +32.9% | -15.0% | +48.0% | +40.4% |
| All | +32.9% | -14.6% | +47.5% | +40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling