+302.3%
NEM vs MUB
+17.2%
+285.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | -0.1% |
| 7D | -1.0% | -0.8% | -0.2% | +0.2% |
| 30D | +7.8% | -2.4% | +10.2% | +11.7% |
| 3M | +30.2% | -2.8% | +33.1% | +35.9% |
| 6M | +9.6% | -2.2% | +11.8% | +13.7% |
| YTD | +27.8% | -1.6% | +29.4% | +31.4% |
| 1Y | +60.7% | 0.0% | +60.7% | +61.5% |
| 3Y | +245.3% | +7.9% | +237.4% | +212.8% |
| 5Y | +155.3% | +1.2% | +154.1% | +149.4% |
| All | +302.3% | +17.2% | +285.1% | +201.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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