+297.0%
MXL vs NSC
+24.4%
+272.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +0.9% | -12.1% | -10.9% |
| 7D | -24.3% | +1.8% | -26.1% | -24.0% |
| 30D | -46.1% | +8.8% | -54.9% | -45.2% |
| 3M | -21.8% | +1.2% | -23.1% | -21.0% |
| 6M | -27.2% | +11.3% | -38.6% | -26.5% |
| YTD | +226.2% | +20.7% | +205.4% | +216.2% |
| 1Y | +297.0% | +23.4% | +273.6% | +272.1% |
| All | +297.0% | +24.4% | +272.6% | +272.1% |
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