+72.9%
MP vs NXT
+178.8%
-105.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.1% |
| 7D | -2.9% | -1.1% | -1.8% | -2.6% |
| 30D | +13.8% | -15.3% | +29.2% | +18.5% |
| 3M | -16.7% | -43.8% | +27.1% | -4.9% |
| 6M | -11.5% | -18.7% | +7.2% | -8.3% |
| YTD | +7.9% | -3.0% | +10.9% | +6.6% |
| 1Y | -15.0% | +22.7% | -37.8% | -20.4% |
| 3Y | +153.5% | +95.9% | +57.6% | +96.5% |
| All | +72.9% | +178.8% | -105.8% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling