+517.8%
MXL vs NTRA
+1,727.4%
-1,209.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.8% |
| 3M | -8.0% | +50.0% | -58.1% | -17.8% |
| 6M | +341.2% | +67.3% | +273.9% | +276.8% |
| YTD | +327.8% | +43.6% | +284.2% | +278.9% |
| 1Y | +364.9% | +89.2% | +275.7% | +282.2% |
| 3Y | +229.2% | +502.5% | -273.3% | +97.4% |
| 5Y | +42.8% | +173.8% | -131.0% | -4.6% |
| 10Y | +303.1% | +3,189.3% | -2,886.2% | +76.6% |
| All | +517.8% | +1,727.4% | -1,209.6% | +171.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling