+157.7%
NEM vs MMM
+24.9%
+132.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.1% | +1.7% |
| 7D | +3.1% | -2.6% | +5.6% | +3.7% |
| 30D | +10.0% | -9.3% | +19.3% | +12.6% |
| 3M | +30.9% | +5.6% | +25.3% | +29.0% |
| 6M | +10.5% | +9.5% | +1.1% | +8.0% |
| YTD | +29.7% | +4.1% | +25.6% | +27.8% |
| 1Y | +71.1% | +9.4% | +61.7% | +66.7% |
| 3Y | +252.1% | +101.0% | +151.1% | +190.7% |
| 5Y | +157.7% | +26.1% | +131.6% | +132.1% |
| All | +157.7% | +24.9% | +132.8% | +132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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