+364.9%
MXL vs NTR
+39.1%
+325.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +7.9% | +7.5% |
| 7D | +18.9% | -1.3% | +20.1% | +18.7% |
| 30D | +0.3% | +16.8% | -16.5% | +1.7% |
| 3M | -8.0% | +20.7% | -28.8% | -6.9% |
| 6M | +341.2% | +0.5% | +340.7% | +343.4% |
| YTD | +327.8% | +29.2% | +298.6% | +324.3% |
| 1Y | +364.9% | +39.6% | +325.3% | +361.0% |
| All | +364.9% | +39.1% | +325.8% | +361.0% |
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