-50.4%
MP vs NXT
-16.6%
-33.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -6.7% | +0.6% | -3.9% |
| 7D | -19.0% | +24.7% | -43.7% | -25.7% |
| 30D | -30.5% | +13.0% | -43.5% | -33.8% |
| 3M | -29.6% | -0.2% | -29.3% | -29.9% |
| 6M | -50.4% | -19.3% | -31.2% | -46.7% |
| All | -50.4% | -16.6% | -33.8% | -46.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling