+270.8%
MXL vs NSC
+753.4%
-482.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +16.6% | -1.4% | +18.0% | +17.6% |
| 30D | +0.5% | -3.4% | +3.8% | +2.5% |
| 3M | -3.6% | +5.1% | -8.7% | -7.7% |
| 6M | +328.0% | +9.2% | +318.8% | +295.0% |
| YTD | +297.8% | +13.4% | +284.4% | +257.3% |
| 1Y | +339.4% | +20.8% | +318.6% | +278.9% |
| 3Y | +201.7% | +76.1% | +125.7% | +95.1% |
| 5Y | +32.8% | +45.3% | -12.5% | -2.1% |
| 10Y | +274.8% | +335.7% | -60.9% | +38.0% |
| All | +270.8% | +753.4% | -482.6% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling