+243.9%
NEM vs MPC
+2,977.1%
-2,733.2%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | +0.3% | +5.4% | -5.1% | -0.3% |
| 30D | +23.1% | +31.0% | -7.9% | +19.5% |
| 3M | +18.5% | +46.0% | -27.5% | +13.5% |
| 6M | +7.8% | +77.3% | -69.5% | +0.6% |
| YTD | +29.1% | +141.9% | -112.8% | +16.1% |
| 1Y | +72.7% | +120.9% | -48.3% | +56.9% |
| 3Y | +248.7% | +182.7% | +66.1% | +205.2% |
| 5Y | +148.7% | +646.4% | -497.8% | +94.1% |
| 10Y | +304.8% | +1,138.7% | -834.0% | +181.0% |
| All | +243.9% | +2,977.1% | -2,733.2% | +99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling