+297.0%
MXL vs NTR
+36.7%
+260.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +4.0% | -15.1% | -10.3% |
| 7D | -24.3% | +4.3% | -28.7% | -23.6% |
| 30D | -46.1% | +2.6% | -48.7% | -45.6% |
| 3M | -21.8% | +8.5% | -30.3% | -20.5% |
| 6M | -27.2% | -3.3% | -23.9% | -27.1% |
| YTD | +226.2% | +19.6% | +206.6% | +219.5% |
| 1Y | +297.0% | +37.6% | +259.4% | +255.3% |
| All | +297.0% | +36.7% | +260.3% | +255.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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