-43.2%
MP vs NXT
-8.4%
-34.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.8% | +7.8% | +4.5% |
| 7D | -3.6% | +4.0% | -7.6% | -5.2% |
| 30D | -21.0% | +15.9% | -36.9% | -25.4% |
| 3M | -33.3% | -3.0% | -30.3% | -33.3% |
| 6M | -45.9% | -20.7% | -25.2% | -43.7% |
| YTD | -27.8% | +14.6% | -42.4% | -37.2% |
| 1Y | -43.2% | -7.1% | -36.1% | -44.0% |
| All | -43.2% | -8.4% | -34.8% | -44.0% |
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 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