+154.6%
NEM vs MLM
+41.9%
+112.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.1% |
| 7D | +0.3% | -2.9% | +3.2% | +1.0% |
| 30D | +23.1% | -6.8% | +29.9% | +25.2% |
| 3M | +18.5% | -11.2% | +29.7% | +21.7% |
| 6M | +7.8% | -21.8% | +29.6% | +13.6% |
| YTD | +29.1% | -17.0% | +46.1% | +34.3% |
| 1Y | +72.7% | -16.4% | +89.0% | +79.1% |
| 3Y | +248.7% | +14.5% | +234.3% | +241.3% |
| All | +154.6% | +41.9% | +112.7% | +132.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling