+72.7%
NEM vs MP
-17.4%
+90.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.1% |
| 7D | +0.3% | -2.9% | +3.1% | +1.0% |
| 30D | +23.1% | +13.8% | +9.3% | +19.1% |
| 3M | +18.5% | -16.7% | +35.2% | +22.5% |
| 6M | +7.8% | -11.5% | +19.3% | +8.5% |
| YTD | +29.1% | +7.9% | +21.2% | +25.0% |
| 1Y | +72.7% | -15.0% | +87.7% | +79.0% |
| All | +72.7% | -17.4% | +90.1% | +79.0% |
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