+96.5%
MAR vs NXT
+171.8%
-75.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.6% | +4.4% | +1.1% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -4.7% | -20.0% | +15.3% | -3.1% |
| 3M | -15.6% | -30.9% | +15.3% | -13.5% |
| 6M | +1.2% | -23.8% | +25.0% | +2.0% |
| YTD | +7.5% | -5.4% | +12.9% | +5.9% |
| 1Y | +26.6% | +28.0% | -1.4% | +21.1% |
| 3Y | +66.0% | +93.3% | -27.4% | +49.3% |
| All | +96.5% | +171.8% | -75.3% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling