+120.1%
NEM vs MP
-13.5%
+133.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.0% | -6.9% | -5.2% |
| 7D | -5.9% | +11.0% | -16.9% | -7.3% |
| 30D | -2.6% | -11.7% | +9.2% | -1.0% |
| 3M | -4.2% | -30.8% | +26.6% | +0.4% |
| 6M | -5.5% | -42.9% | +37.4% | +1.0% |
| YTD | +13.5% | -25.9% | +39.4% | +17.0% |
| 1Y | +22.2% | -37.3% | +59.5% | +28.0% |
| 3Y | +249.0% | +150.7% | +98.3% | +191.4% |
| 5Y | +120.1% | -19.3% | +139.4% | +96.1% |
| All | +120.1% | -13.5% | +133.6% | +96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling