+291.3%
NEM vs MPC
+1,138.6%
-847.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -1.0% |
| 7D | +3.9% | +3.9% | 0.0% | +3.5% |
| 30D | +12.7% | +33.8% | -21.0% | +9.6% |
| 3M | +28.7% | +49.9% | -21.2% | +23.6% |
| 6M | +9.8% | +80.9% | -71.2% | +3.1% |
| YTD | +28.1% | +147.4% | -119.3% | +16.2% |
| 1Y | +69.3% | +123.2% | -53.8% | +55.3% |
| 3Y | +247.7% | +171.7% | +75.9% | +209.8% |
| 5Y | +153.4% | +678.6% | -525.2% | +104.1% |
| 10Y | +291.3% | +1,134.0% | -842.8% | +166.3% |
| All | +291.3% | +1,138.6% | -847.3% | +166.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling