+155.1%
NEM vs UMC
+143.5%
+11.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.8% | +0.1% |
| 7D | -1.0% | +9.0% | -10.0% | -2.5% |
| 30D | +7.8% | +17.2% | -9.4% | +4.7% |
| 3M | +30.2% | +11.4% | +18.8% | +25.4% |
| 6M | +9.6% | +137.5% | -127.9% | -9.7% |
| YTD | +27.8% | +193.1% | -165.3% | +0.4% |
| 1Y | +60.7% | +240.3% | -179.6% | +22.6% |
| 3Y | +245.3% | +262.2% | -16.9% | +156.3% |
| All | +155.1% | +143.5% | +11.6% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling