+212.3%
NEM vs MULL
+2,366.2%
-2,153.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.3% | +7.4% | -1.1% |
| 7D | -3.3% | +3.6% | -6.9% | -3.7% |
| 30D | +7.8% | +22.0% | -14.2% | +5.4% |
| 3M | +36.3% | -8.6% | +44.9% | +31.8% |
| 6M | +6.6% | +248.5% | -242.0% | -11.6% |
| YTD | +27.1% | +516.3% | -489.1% | -0.6% |
| 1Y | +62.3% | +2,036.6% | -1,974.3% | +14.1% |
| All | +212.3% | +2,366.2% | -2,153.8% | +105.7% |
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