+72.7%
NEM vs UMC
+209.4%
-136.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.6% | -6.4% | -2.5% |
| 7D | +0.3% | +5.0% | -4.7% | -0.6% |
| 30D | +23.1% | +7.7% | +15.4% | +21.4% |
| 3M | +18.5% | +1.7% | +16.8% | +15.2% |
| 6M | +7.8% | +113.9% | -106.1% | -12.0% |
| YTD | +29.1% | +168.9% | -139.8% | -2.3% |
| 1Y | +72.7% | +207.2% | -134.5% | +26.2% |
| All | +72.7% | +209.4% | -136.8% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling