+64.6%
MAR vs NXT
+100.2%
-35.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.4% |
| 7D | -1.7% | +2.9% | -4.6% | -1.9% |
| 30D | -6.9% | -17.2% | +10.3% | -5.7% |
| 3M | -15.8% | -32.0% | +16.2% | -13.8% |
| 6M | +1.9% | -15.8% | +17.7% | +1.8% |
| YTD | +6.6% | -1.9% | +8.5% | +4.8% |
| 1Y | +23.7% | +22.5% | +1.2% | +19.0% |
| 3Y | +64.6% | +100.5% | -35.9% | +49.6% |
| All | +64.6% | +100.2% | -35.6% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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