+174.3%
MXL vs NTR
+97.9%
+76.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +7.9% | +7.7% |
| 7D | +18.9% | -1.3% | +20.1% | +19.6% |
| 30D | +0.3% | +16.8% | -16.5% | -7.0% |
| 3M | -8.0% | +20.7% | -28.8% | -16.7% |
| 6M | +341.2% | +0.5% | +340.7% | +329.9% |
| YTD | +327.8% | +29.2% | +298.6% | +265.1% |
| 1Y | +364.9% | +39.6% | +325.3% | +277.4% |
| 3Y | +229.2% | +37.9% | +191.4% | +160.2% |
| 5Y | +42.8% | +47.1% | -4.3% | -5.1% |
| All | +174.3% | +97.9% | +76.3% | +29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling