+51.1%
NEM vs MP
-35.7%
+86.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -5.1% | +15.0% | +11.3% |
| 7D | +3.7% | -12.5% | +16.2% | +7.5% |
| 30D | +2.0% | -23.3% | +25.3% | +9.5% |
| 3M | +21.1% | -24.4% | +45.5% | +30.2% |
| 6M | +9.5% | -45.8% | +55.3% | +27.1% |
| YTD | +19.1% | -28.9% | +48.0% | +28.1% |
| 1Y | +51.1% | -34.6% | +85.7% | +64.1% |
| All | +51.1% | -35.7% | +86.8% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling