+0.6%
MAR vs NXT
-16.4%
+16.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | +0.1% |
| 7D | -4.2% | -1.1% | -3.0% | -4.1% |
| 30D | -6.7% | -15.3% | +8.7% | -6.1% |
| 3M | -12.5% | -43.8% | +31.3% | -10.7% |
| 6M | +0.6% | -18.7% | +19.2% | -2.5% |
| All | +0.6% | -16.4% | +16.9% | -2.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling