+7.8%
NEM vs MLM
-21.4%
+29.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.5% |
| 7D | +0.3% | -2.9% | +3.2% | +2.0% |
| 30D | +23.1% | -6.8% | +29.9% | +27.9% |
| 3M | +18.5% | -11.2% | +29.7% | +25.2% |
| 6M | +7.8% | -21.8% | +29.6% | +27.9% |
| All | +7.8% | -21.4% | +29.2% | +27.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling