+157.7%
NEM vs MTB
+103.4%
+54.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +3.1% | +1.1% | +2.0% | +3.0% |
| 30D | +10.0% | -4.6% | +14.6% | +10.4% |
| 3M | +30.9% | +6.3% | +24.6% | +29.9% |
| 6M | +10.5% | +15.6% | -5.1% | +8.8% |
| YTD | +29.7% | +20.6% | +9.2% | +27.0% |
| 1Y | +71.1% | +22.5% | +48.6% | +67.2% |
| 3Y | +252.1% | +114.4% | +137.7% | +222.2% |
| 5Y | +157.7% | +101.9% | +55.8% | +141.0% |
| All | +157.7% | +103.4% | +54.3% | +141.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling