+303.5%
MXL vs NSC
+20.4%
+283.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.5% | +5.0% | +5.5% |
| 7D | +1.6% | -5.5% | +7.1% | +2.2% |
| 30D | -7.0% | -3.2% | -3.8% | -6.7% |
| 3M | -33.4% | +7.7% | -41.1% | -34.9% |
| 6M | +260.2% | +4.5% | +255.6% | +257.8% |
| YTD | +260.0% | +15.6% | +244.4% | +227.9% |
| 1Y | +303.5% | +19.8% | +283.6% | +260.3% |
| All | +303.5% | +20.4% | +283.1% | +260.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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