+10.5%
NEM vs MO
+5.3%
+5.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.1% |
| 7D | +3.1% | -2.4% | +5.5% | +1.8% |
| 30D | +10.0% | +3.6% | +6.4% | +12.0% |
| 3M | +30.9% | -3.7% | +34.6% | +29.2% |
| 6M | +10.5% | +4.5% | +6.0% | +7.6% |
| All | +10.5% | +5.3% | +5.2% | +7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling