+303.5%
MXL vs NVD
-61.9%
+365.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.9% | +4.9% |
| 7D | +1.6% | -11.1% | +12.7% | -3.3% |
| 30D | -7.0% | -13.3% | +6.3% | -10.3% |
| 3M | -33.4% | -19.8% | -13.6% | -35.3% |
| 6M | +260.2% | -48.8% | +309.0% | +201.3% |
| YTD | +260.0% | -49.7% | +309.6% | +203.3% |
| 1Y | +303.5% | -61.4% | +364.8% | +231.4% |
| All | +303.5% | -61.9% | +365.3% | +231.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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