+243.5%
NEM vs UMC
+252.9%
-9.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.5% |
| 7D | -3.3% | +11.4% | -14.7% | -5.3% |
| 30D | +7.8% | +16.8% | -8.9% | +4.5% |
| 3M | +36.3% | +19.1% | +17.2% | +28.3% |
| 6M | +6.6% | +137.4% | -130.9% | -15.2% |
| YTD | +27.1% | +186.4% | -159.2% | -4.4% |
| 1Y | +62.3% | +229.1% | -166.7% | +17.7% |
| All | +243.5% | +252.9% | -9.4% | +128.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling