+51.1%
NEM vs MRSH
+20.0%
+31.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.3% | +6.6% | +11.2% |
| 7D | +3.7% | +9.4% | -5.7% | +7.6% |
| 30D | +2.0% | +23.4% | -21.5% | +11.8% |
| 3M | +21.1% | +9.9% | +11.2% | +25.6% |
| 6M | +9.5% | +26.0% | -16.5% | +22.6% |
| YTD | +19.1% | +15.2% | +3.8% | +30.7% |
| 1Y | +51.1% | +18.4% | +32.7% | +67.5% |
| All | +51.1% | +20.0% | +31.1% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 1y: compounded portfolio wealth divided by compounded MRSH 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…
1y analysis · Full analysis span regression · 6 months rolling