+303.5%
MXL vs NTR
+43.1%
+260.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.6% | +7.1% | +5.4% |
| 7D | +1.6% | +8.1% | -6.5% | +2.5% |
| 30D | -7.0% | +18.8% | -25.8% | -5.4% |
| 3M | -33.4% | +16.2% | -49.6% | -32.6% |
| 6M | +260.2% | +9.8% | +250.4% | +259.9% |
| YTD | +260.0% | +30.9% | +229.1% | +258.5% |
| 1Y | +303.5% | +41.8% | +261.7% | +301.5% |
| All | +303.5% | +43.1% | +260.4% | +301.5% |
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