+350.7%
NEM vs MLM
+3,039.4%
-2,688.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.2% | +6.5% | +2.2% |
| 7D | +7.1% | -1.2% | +8.3% | +7.3% |
| 30D | +2.9% | +7.9% | -5.1% | +1.5% |
| 3M | +15.0% | -4.5% | +19.5% | +15.9% |
| 6M | +10.3% | -12.6% | +22.9% | +12.7% |
| YTD | +20.7% | -14.9% | +35.5% | +23.7% |
| 1Y | +48.0% | -13.1% | +61.1% | +51.3% |
| 3Y | +225.0% | +21.2% | +203.8% | +213.3% |
| 5Y | +143.7% | +32.0% | +111.7% | +128.9% |
| 10Y | +305.3% | +195.3% | +109.9% | +219.2% |
| All | +350.7% | +3,039.4% | -2,688.7% | +154.4% |
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 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