+271.6%
NEM vs MLM
+19.0%
+252.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.6% | -4.0% |
| 7D | +11.6% | -2.9% | +14.5% | +12.8% |
| 30D | +1.8% | +10.4% | -8.6% | -2.2% |
| 3M | +2.5% | -3.7% | +6.2% | +3.8% |
| 6M | +3.4% | -10.3% | +13.7% | +7.0% |
| YTD | +20.9% | -14.8% | +35.7% | +26.8% |
| 1Y | +37.2% | -13.9% | +51.1% | +43.4% |
| All | +271.6% | +19.0% | +252.7% | +233.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling