+40.4%
MXL vs NTRA
+172.0%
-131.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.9% | +6.7% | +7.3% |
| 7D | +18.9% | +0.2% | +18.6% | +18.8% |
| 30D | +0.3% | +4.1% | -3.8% | -1.0% |
| 3M | -8.0% | +50.0% | -58.1% | -19.6% |
| 6M | +341.2% | +67.3% | +273.9% | +264.0% |
| YTD | +327.8% | +43.6% | +284.2% | +269.3% |
| 1Y | +364.9% | +89.2% | +275.7% | +265.2% |
| 3Y | +229.2% | +502.5% | -273.3% | +77.7% |
| All | +40.4% | +172.0% | -131.6% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 5y: compounded portfolio wealth divided by compounded NTRA 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…
5y analysis · Full analysis span regression · 6 months rolling