+51.1%
NEM vs UMC
+112.5%
-61.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.1% | +12.0% | +10.2% |
| 7D | +3.7% | -14.7% | +18.3% | +6.2% |
| 30D | +2.0% | -32.9% | +34.8% | +8.3% |
| 3M | +21.1% | -22.2% | +43.3% | +25.4% |
| 6M | +9.5% | +25.9% | -16.4% | +0.1% |
| YTD | +19.1% | +107.9% | -88.9% | -2.1% |
| 1Y | +51.1% | +115.0% | -63.9% | +23.0% |
| All | +51.1% | +112.5% | -61.4% | +23.0% |
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