+27.3%
NEM vs MP
-35.6%
+62.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.5% |
| 7D | -6.4% | +9.5% | -15.9% | -8.8% |
| 30D | +1.4% | -3.0% | +4.4% | +1.9% |
| 3M | -0.7% | -30.4% | +29.6% | +9.4% |
| 6M | -4.5% | -39.2% | +34.7% | +7.8% |
| YTD | +14.0% | -23.3% | +37.3% | +19.6% |
| 1Y | +27.3% | -32.6% | +59.9% | +37.0% |
| All | +27.3% | -35.6% | +62.9% | +37.0% |
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