+155.0%
MXL vs NTR
+98.7%
+56.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.6% | -1.9% |
| 7D | +16.6% | -2.5% | +19.1% | +18.0% |
| 30D | +0.5% | +17.0% | -16.6% | -6.9% |
| 3M | -3.6% | +22.2% | -25.8% | -13.2% |
| 6M | +328.0% | +5.2% | +322.8% | +307.9% |
| YTD | +297.8% | +29.7% | +268.2% | +238.9% |
| 1Y | +339.4% | +39.4% | +300.0% | +257.1% |
| 3Y | +201.7% | +38.2% | +163.6% | +138.3% |
| 5Y | +32.8% | +47.6% | -14.9% | -11.9% |
| All | +155.0% | +98.7% | +56.3% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling