+147.3%
NEM vs MP
+257.7%
-110.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -3.9% | +0.5% |
| 7D | +13.4% | -10.5% | +23.9% | +14.6% |
| 30D | +6.5% | -23.5% | +30.0% | +9.3% |
| 3M | +14.9% | -25.4% | +40.4% | +18.2% |
| 6M | +5.5% | -51.3% | +56.8% | +12.6% |
| YTD | +21.9% | -29.9% | +51.8% | +25.5% |
| 1Y | +47.9% | -31.8% | +79.7% | +52.5% |
| 3Y | +238.2% | +127.0% | +111.2% | +206.1% |
| 5Y | +146.2% | -3.3% | +149.5% | +129.0% |
| All | +147.3% | +257.7% | -110.3% | +115.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling