-34.6%
MP vs NXT
+10.5%
-45.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +11.1% | -16.2% | -8.4% |
| 7D | -12.5% | +30.0% | -42.5% | -20.3% |
| 30D | -23.3% | +28.6% | -51.9% | -29.8% |
| 3M | -24.4% | +8.4% | -32.7% | -27.0% |
| 6M | -45.8% | -8.7% | -37.0% | -45.8% |
| YTD | -28.9% | +22.5% | -51.4% | -37.8% |
| 1Y | -34.6% | +6.9% | -41.5% | -39.6% |
| All | -34.6% | +10.5% | -45.1% | -39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling