+1,028.9%
NEM vs UMC
+277.8%
+751.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.1% | -5.8% | -1.4% |
| 7D | +3.9% | +6.6% | -2.7% | +3.0% |
| 30D | +12.7% | +16.6% | -3.8% | +10.6% |
| 3M | +28.7% | +11.0% | +17.6% | +26.0% |
| 6M | +9.8% | +131.3% | -121.5% | -1.7% |
| YTD | +28.1% | +182.5% | -154.4% | +11.8% |
| 1Y | +69.3% | +222.3% | -152.9% | +45.6% |
| 3Y | +247.7% | +253.0% | -5.4% | +193.7% |
| 5Y | +153.4% | +141.8% | +11.5% | +119.5% |
| 10Y | +291.3% | +1,772.2% | -1,480.9% | +160.4% |
| All | +1,028.9% | +277.8% | +751.1% | +576.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling