-38.5%
MP vs NXT
-4.4%
-34.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.5% |
| 7D | +2.3% | -5.7% | +8.0% | +4.2% |
| 30D | -15.3% | +18.5% | -33.8% | -20.5% |
| 3M | -33.5% | -4.1% | -29.4% | -33.2% |
| 6M | -45.5% | -20.3% | -25.2% | -43.3% |
| YTD | -27.3% | +15.5% | -42.8% | -36.8% |
| All | -38.5% | -4.4% | -34.1% | -43.0% |
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