+192.1%
MXL vs NTRS
+37.4%
+154.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.1% | -3.7% | -18.3% | -19.1% |
| 7D | -38.1% | -0.9% | -37.2% | -37.2% |
| 30D | -59.5% | +1.1% | -60.6% | -59.4% |
| 3M | -34.3% | -6.6% | -27.7% | -30.1% |
| 6M | -45.8% | +7.1% | -52.8% | -45.4% |
| YTD | +154.2% | +27.4% | +126.9% | +110.4% |
| 1Y | +192.1% | +36.5% | +155.6% | +116.1% |
| All | +192.1% | +37.4% | +154.7% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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