New Mexico isn't a bellwether state
In terms of popular vote, it is:
If you go by popular vote, New Mexico went with the winner in the past 9 elections
New Mexico was Barack Obama's 15th-best state (not counting DC) in 2012 and his 16th-best state in 2008. Barack Obama is not Hispanic, and not Catholic.
Republicans now win
Minnesota in a Presidential election before they win New Mexico. Republicans have not won Minnesota in a Presidential election since 1972.
New Mexico is about as D as Indiana is R.
Poll
