+120.1%
MAR vs NXT
+175.5%
-55.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.5% |
| 7D | +1.6% | -9.4% | +11.0% | +2.3% |
| 30D | +13.8% | +15.1% | -1.3% | +12.5% |
| 3M | +20.3% | -9.1% | +29.4% | +20.6% |
| 6M | +21.3% | -30.3% | +51.6% | +23.1% |
| YTD | +37.2% | +9.1% | +28.1% | +33.6% |
| 1Y | +48.4% | +7.9% | +40.6% | +44.5% |
| 3Y | +120.1% | +176.5% | -56.4% | +90.7% |
| All | +120.1% | +175.5% | -55.4% | +90.7% |
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