+382.3%
NEM vs MLM
+2,961.7%
-2,579.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.0% |
| 7D | +0.3% | -2.9% | +3.2% | +0.8% |
| 30D | +23.1% | -6.8% | +29.9% | +24.6% |
| 3M | +18.5% | -11.2% | +29.7% | +20.8% |
| 6M | +7.8% | -21.8% | +29.6% | +12.3% |
| YTD | +29.1% | -17.0% | +46.1% | +33.0% |
| 1Y | +72.7% | -16.4% | +89.0% | +77.5% |
| 3Y | +248.7% | +14.5% | +234.3% | +239.1% |
| 5Y | +148.7% | +41.7% | +106.9% | +130.8% |
| 10Y | +304.8% | +200.0% | +104.7% | +218.2% |
| All | +382.3% | +2,961.7% | -2,579.5% | +173.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling