+344.1%
NEM vs MTB
+115.1%
+229.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | -6.4% | +1.5% | -8.0% | -6.5% |
| 30D | +1.4% | +2.3% | -0.9% | +1.3% |
| 3M | -0.7% | -12.1% | +11.4% | +0.1% |
| 6M | -4.5% | +9.8% | -14.3% | -5.1% |
| YTD | +14.0% | +12.0% | +2.0% | +13.0% |
| 1Y | +27.3% | +22.0% | +5.2% | +25.5% |
| 3Y | +250.5% | +107.6% | +142.9% | +232.9% |
| 5Y | +121.1% | +61.9% | +59.2% | +112.1% |
| All | +344.1% | +115.1% | +229.0% | +414.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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