+321.7%
NEM vs MUB
+76.3%
+245.4%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +3.9% | -0.3% | +4.1% | +4.0% |
| 30D | +12.7% | -1.5% | +14.3% | +13.9% |
| 3M | +28.7% | -1.9% | +30.6% | +30.4% |
| 6M | +9.8% | -1.7% | +11.5% | +11.2% |
| YTD | +28.1% | -0.8% | +28.9% | +29.0% |
| 1Y | +69.3% | +1.5% | +67.9% | +68.3% |
| 3Y | +247.7% | +8.8% | +238.9% | +232.1% |
| 5Y | +153.4% | +2.0% | +151.4% | +148.7% |
| 10Y | +291.3% | +18.0% | +273.3% | +268.5% |
| All | +321.7% | +76.3% | +245.4% | +320.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling