+275.4%
NEM vs MUB
+76.5%
+198.9%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | -6.4% | -1.3% | -5.2% | -5.6% |
| 30D | +1.4% | +2.2% | -0.8% | 0.0% |
| 3M | -0.7% | -1.6% | +0.9% | +0.4% |
| 6M | -4.5% | -1.3% | -3.2% | -3.5% |
| YTD | +14.0% | -0.7% | +14.7% | +14.9% |
| 1Y | +27.3% | -0.2% | +27.5% | +27.8% |
| 3Y | +250.5% | +9.6% | +240.9% | +233.5% |
| 5Y | +121.1% | +2.6% | +118.5% | +116.6% |
| 10Y | +358.3% | +21.5% | +336.8% | +331.2% |
| All | +275.4% | +76.5% | +198.9% | +274.4% |
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