+472.4%
NEM vs MO
+15,145.8%
-14,673.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.3% | -0.7% |
| 7D | +3.9% | -2.0% | +5.9% | +4.0% |
| 30D | +12.7% | -0.3% | +13.0% | +12.7% |
| 3M | +28.7% | -2.9% | +31.6% | +28.6% |
| 6M | +9.8% | +5.8% | +4.0% | +8.7% |
| YTD | +28.1% | +22.0% | +6.1% | +24.9% |
| 1Y | +69.3% | +10.7% | +58.7% | +66.6% |
| 3Y | +247.7% | +94.4% | +153.3% | +222.0% |
| 5Y | +153.4% | +97.2% | +56.2% | +133.9% |
| 10Y | +291.3% | +103.0% | +188.3% | +255.9% |
| All | +472.4% | +15,145.8% | -14,673.4% | +423.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling