+302.3%
NEM vs MTB
+173.8%
+128.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | +7.8% | -4.8% | +12.6% | +8.1% |
| 3M | +30.2% | +6.0% | +24.3% | +29.6% |
| 6M | +9.6% | +19.6% | -10.0% | +8.3% |
| YTD | +27.8% | +21.5% | +6.3% | +26.0% |
| 1Y | +60.7% | +24.7% | +36.0% | +58.2% |
| 3Y | +245.3% | +108.6% | +136.7% | +227.7% |
| 5Y | +155.3% | +106.7% | +48.6% | +142.1% |
| All | +302.3% | +173.8% | +128.5% | +293.4% |
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