+407.3%
NEM vs MTB
+7,592.0%
-7,184.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.9% |
| 7D | -5.9% | 0.0% | -5.9% | -5.9% |
| 30D | -2.6% | +0.8% | -3.4% | -2.6% |
| 3M | -4.2% | -12.8% | +8.5% | -3.0% |
| 6M | -5.5% | +6.7% | -12.2% | -6.1% |
| YTD | +13.5% | +11.3% | +2.2% | +12.2% |
| 1Y | +22.2% | +20.2% | +2.0% | +19.8% |
| 3Y | +249.0% | +103.8% | +145.2% | +223.2% |
| 5Y | +120.1% | +60.9% | +59.2% | +106.3% |
| 10Y | +356.3% | +115.0% | +241.3% | +302.0% |
| All | +407.3% | +7,592.0% | -7,184.7% | +373.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling