+146.9%
NEM vs MP
-5.6%
+152.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -3.9% | +0.3% |
| 7D | +13.4% | -10.5% | +23.9% | +15.0% |
| 30D | +6.5% | -23.5% | +30.0% | +10.2% |
| 3M | +14.9% | -25.4% | +40.4% | +19.3% |
| 6M | +5.5% | -51.3% | +56.8% | +15.0% |
| YTD | +21.9% | -29.9% | +51.8% | +26.6% |
| 1Y | +47.9% | -31.8% | +79.7% | +53.7% |
| 3Y | +238.2% | +127.0% | +111.2% | +187.3% |
| All | +146.9% | -5.6% | +152.5% | +123.2% |
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 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