+476.9%
NEM vs MTB
+8,294.1%
-7,817.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +0.3% | +1.7% | -1.4% | +0.1% |
| 30D | +23.1% | -4.2% | +27.3% | +23.6% |
| 3M | +18.5% | +8.9% | +9.6% | +17.4% |
| 6M | +7.8% | +10.9% | -3.1% | +6.6% |
| YTD | +29.1% | +21.5% | +7.6% | +26.5% |
| 1Y | +72.7% | +21.9% | +50.7% | +69.0% |
| 3Y | +248.7% | +109.2% | +139.5% | +221.9% |
| 5Y | +148.7% | +102.0% | +46.7% | +127.9% |
| 10Y | +304.8% | +171.9% | +132.8% | +247.5% |
| All | +476.9% | +8,294.1% | -7,817.1% | +433.5% |
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