+15.6%
MP vs NXT
+229.3%
-213.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.8% | +7.8% | +4.2% |
| 7D | -3.6% | +4.0% | -7.6% | -4.8% |
| 30D | -21.0% | +15.9% | -36.9% | -24.4% |
| 3M | -33.3% | -3.0% | -30.3% | -33.5% |
| 6M | -45.9% | -20.7% | -25.2% | -44.0% |
| YTD | -27.8% | +14.6% | -42.4% | -32.2% |
| 1Y | -43.2% | -7.1% | -36.1% | -44.1% |
| 3Y | +144.0% | +189.4% | -45.4% | +72.1% |
| All | +15.6% | +229.3% | -213.7% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling