+302.4%
MXL vs NTRS
+259.9%
+42.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.1% | +6.5% | +6.8% |
| 7D | +18.9% | +1.4% | +17.5% | +17.7% |
| 30D | +0.3% | -0.7% | +1.0% | +0.9% |
| 3M | -8.0% | +11.3% | -19.4% | -14.8% |
| 6M | +341.2% | +35.5% | +305.7% | +252.2% |
| YTD | +327.8% | +40.6% | +287.2% | +232.5% |
| 1Y | +364.9% | +49.2% | +315.7% | +247.3% |
| 3Y | +229.2% | +167.2% | +62.0% | +64.7% |
| 5Y | +42.8% | +94.9% | -52.2% | -13.0% |
| All | +302.4% | +259.9% | +42.5% | +71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling