+7.8%
NEM vs MP
-12.0%
+19.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.2% |
| 7D | +0.3% | -2.9% | +3.1% | +1.1% |
| 30D | +23.1% | +13.8% | +9.3% | +18.8% |
| 3M | +18.5% | -16.7% | +35.2% | +21.6% |
| 6M | +7.8% | -11.5% | +19.3% | +10.0% |
| All | +7.8% | -12.0% | +19.8% | +10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling