+355.2%
NEM vs MLM
+2,981.8%
-2,626.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.3% |
| 7D | +13.4% | -4.1% | +17.5% | +14.2% |
| 30D | +6.5% | +8.2% | -1.7% | +5.0% |
| 3M | +14.9% | -3.6% | +18.5% | +15.6% |
| 6M | +5.5% | -15.6% | +21.1% | +8.4% |
| YTD | +21.9% | -16.4% | +38.3% | +25.4% |
| 1Y | +47.9% | -14.3% | +62.2% | +51.5% |
| 3Y | +238.2% | +19.3% | +218.9% | +226.8% |
| 5Y | +146.2% | +29.6% | +116.6% | +131.9% |
| 10Y | +309.3% | +189.9% | +119.4% | +223.4% |
| All | +355.2% | +2,981.8% | -2,626.6% | +157.7% |
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