+302.4%
MXL vs NSC
+332.1%
-29.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.9% | +8.5% | +8.2% |
| 7D | +18.9% | -2.8% | +21.6% | +21.0% |
| 30D | +0.3% | -4.5% | +4.8% | +3.2% |
| 3M | -8.0% | +3.5% | -11.6% | -11.3% |
| 6M | +341.2% | +8.5% | +332.7% | +306.4% |
| YTD | +327.8% | +12.3% | +315.5% | +283.6% |
| 1Y | +364.9% | +18.9% | +346.0% | +300.7% |
| 3Y | +229.2% | +74.1% | +155.1% | +106.2% |
| 5Y | +42.8% | +43.9% | -1.1% | +2.8% |
| All | +302.4% | +332.1% | -29.6% | +80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling