+12.3%
MP vs NXT
+246.1%
-233.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.3% | -0.4% | +3.6% |
| 7D | -10.5% | +32.2% | -42.8% | -17.2% |
| 30D | -23.5% | +21.9% | -45.5% | -27.7% |
| 3M | -25.4% | +6.6% | -32.0% | -27.3% |
| 6M | -51.3% | -16.8% | -34.5% | -50.1% |
| YTD | -29.9% | +20.4% | -50.3% | -34.9% |
| 1Y | -31.8% | -1.5% | -30.3% | -33.8% |
| 3Y | +127.0% | +182.4% | -55.4% | +61.3% |
| All | +12.3% | +246.1% | -233.8% | -23.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling