+146.9%
NEM vs MPC
+527.1%
-380.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.1% |
| 7D | +13.4% | -16.2% | +29.6% | +14.9% |
| 30D | +6.5% | -15.7% | +22.2% | +7.7% |
| 3M | +14.9% | +24.9% | -10.0% | +11.3% |
| 6M | +5.5% | +52.7% | -47.1% | -0.6% |
| YTD | +21.9% | +131.9% | -110.0% | +7.1% |
| 1Y | +47.9% | +96.6% | -48.8% | +33.3% |
| 3Y | +238.2% | +163.8% | +74.4% | +187.6% |
| All | +146.9% | +527.1% | -380.2% | +97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling