+238.2%
NEM vs MP
+114.3%
+123.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -3.9% | +0.3% |
| 7D | +13.4% | -10.5% | +23.9% | +15.2% |
| 30D | +6.5% | -23.5% | +30.0% | +10.7% |
| 3M | +14.9% | -25.4% | +40.4% | +19.8% |
| 6M | +5.5% | -51.3% | +56.8% | +16.0% |
| YTD | +21.9% | -29.9% | +51.8% | +27.3% |
| 1Y | +47.9% | -31.8% | +79.7% | +54.7% |
| 3Y | +238.2% | +127.0% | +111.2% | +171.8% |
| All | +238.2% | +114.3% | +123.8% | +171.8% |
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