+243.5%
NEM vs MO
+95.5%
+148.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -1.9% |
| 7D | -3.3% | -1.0% | -2.3% | -3.4% |
| 30D | +7.8% | +5.8% | +2.1% | +8.3% |
| 3M | +36.3% | -4.5% | +40.8% | +35.9% |
| 6M | +6.6% | +5.7% | +0.8% | +5.1% |
| YTD | +27.1% | +23.1% | +4.0% | +23.5% |
| 1Y | +62.3% | +10.9% | +51.4% | +60.0% |
| All | +243.5% | +95.5% | +148.0% | +189.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 3y: compounded portfolio wealth divided by compounded MO 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…
3y analysis · Full analysis span regression · 6 months rolling