+245.3%
NEM vs MRSH
-4.9%
+250.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -1.0% | -4.8% | +3.8% | -1.7% |
| 30D | +7.8% | -6.3% | +14.2% | +6.8% |
| 3M | +30.2% | +5.8% | +24.4% | +31.2% |
| 6M | +9.6% | +2.8% | +6.8% | +10.4% |
| YTD | +27.8% | -3.1% | +30.9% | +29.1% |
| 1Y | +60.7% | -11.3% | +72.0% | +64.2% |
| 3Y | +245.3% | -5.0% | +250.3% | +276.2% |
| All | +245.3% | -4.9% | +250.2% | +276.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling