+16.5%
MP vs NXT
+231.9%
-215.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.5% |
| 7D | +2.3% | -5.7% | +8.0% | +3.8% |
| 30D | -15.3% | +18.5% | -33.8% | -19.4% |
| 3M | -33.5% | -4.1% | -29.4% | -33.4% |
| 6M | -45.5% | -20.3% | -25.2% | -43.6% |
| YTD | -27.3% | +15.5% | -42.8% | -31.7% |
| 1Y | -40.7% | -5.0% | -35.8% | -41.9% |
| 3Y | +145.9% | +191.6% | -45.8% | +73.2% |
| All | +16.5% | +231.9% | -215.4% | -20.0% |
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