+250.5%
NEM vs MPC
+203.2%
+47.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -6.4% | +11.2% | -17.7% | -6.8% |
| 30D | +1.4% | -14.5% | +15.9% | +2.3% |
| 3M | -0.7% | +16.7% | -17.4% | -2.4% |
| 6M | -4.5% | +67.6% | -72.0% | -10.1% |
| YTD | +14.0% | +157.9% | -143.9% | -1.4% |
| 1Y | +27.3% | +116.7% | -89.4% | +13.8% |
| 3Y | +250.5% | +199.8% | +50.7% | +184.8% |
| All | +250.5% | +203.2% | +47.3% | +184.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling