+155.1%
NEM vs MO
+99.8%
+55.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | -1.0% | +0.1% | -1.1% | -1.0% |
| 30D | +7.8% | +7.1% | +0.7% | +7.0% |
| 3M | +30.2% | -2.0% | +32.2% | +29.8% |
| 6M | +9.6% | +7.3% | +2.3% | +6.6% |
| YTD | +27.8% | +23.5% | +4.4% | +20.1% |
| 1Y | +60.7% | +11.0% | +49.7% | +54.8% |
| 3Y | +245.3% | +95.0% | +150.3% | +175.1% |
| All | +155.1% | +99.8% | +55.3% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling