+267.0%
NEM vs MP
+147.3%
+119.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.4% |
| 7D | +0.3% | +2.3% | -2.0% | -0.1% |
| 30D | +1.1% | -15.3% | +16.4% | +3.5% |
| 3M | +1.3% | -33.5% | +34.8% | +7.3% |
| 6M | -1.4% | -45.5% | +44.1% | +6.8% |
| YTD | +19.4% | -27.3% | +46.7% | +24.0% |
| 1Y | +32.9% | -40.7% | +73.7% | +40.9% |
| All | +267.0% | +147.3% | +119.7% | +191.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling