+302.3%
NEM vs MRSH
+218.8%
+83.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -1.0% | -4.8% | +3.8% | -0.2% |
| 30D | +7.8% | -6.3% | +14.2% | +9.0% |
| 3M | +30.2% | +5.8% | +24.4% | +28.4% |
| 6M | +9.6% | +2.8% | +6.8% | +8.1% |
| YTD | +27.8% | -3.1% | +30.9% | +27.4% |
| 1Y | +60.7% | -11.3% | +72.0% | +63.3% |
| 3Y | +245.3% | -5.0% | +250.3% | +243.1% |
| 5Y | +155.3% | +19.2% | +136.2% | +136.2% |
| All | +302.3% | +218.8% | +83.5% | +217.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling