+180.2%
NEM vs MULL
+1,230.7%
-1,050.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.6% | +0.9% |
| 7D | -6.4% | +24.5% | -31.0% | -8.4% |
| 30D | +1.4% | -35.5% | +36.9% | +3.7% |
| 3M | -0.7% | -44.8% | +44.1% | +2.4% |
| 6M | -4.5% | -45.5% | +41.0% | -6.4% |
| YTD | +14.0% | +232.5% | -218.5% | -7.6% |
| 1Y | +27.3% | +343.3% | -316.0% | -0.3% |
| All | +180.2% | +1,230.7% | -1,050.5% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 5y: compounded portfolio wealth divided by compounded MULL 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…
5y analysis · Full analysis span regression · 6 months rolling