+466.1%
NEM vs MOH
+1,330.6%
-864.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.2% | -5.2% | -2.2% |
| 7D | -3.3% | -1.3% | -2.0% | -3.2% |
| 30D | +7.8% | +3.0% | +4.9% | +7.6% |
| 3M | +36.3% | +1.2% | +35.0% | +36.0% |
| 6M | +6.6% | +41.7% | -35.2% | +4.2% |
| YTD | +27.1% | +15.4% | +11.7% | +25.3% |
| 1Y | +62.3% | +11.8% | +50.5% | +59.8% |
| 3Y | +245.1% | -37.5% | +282.6% | +246.7% |
| 5Y | +154.0% | -20.6% | +174.6% | +149.2% |
| 10Y | +311.0% | +255.8% | +55.2% | +250.0% |
| All | +466.1% | +1,330.6% | -864.5% | +305.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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