+144.9%
NEM vs MP
+240.8%
-95.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.0% | +7.4% | +2.0% |
| 7D | +7.1% | -19.0% | +26.0% | +9.4% |
| 30D | +2.9% | -30.5% | +33.3% | +6.7% |
| 3M | +15.0% | -29.6% | +44.6% | +19.0% |
| 6M | +10.3% | -50.4% | +60.7% | +17.6% |
| YTD | +20.7% | -33.2% | +53.9% | +24.9% |
| 1Y | +48.0% | -38.6% | +86.6% | +54.0% |
| 3Y | +225.0% | +105.5% | +119.6% | +196.5% |
| 5Y | +143.7% | -7.8% | +151.6% | +127.9% |
| All | +144.9% | +240.8% | -95.9% | +114.8% |
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