+231.9%
MXL vs NVD
-99.1%
+331.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.3% | +7.3% | +7.6% |
| 7D | +18.9% | +10.8% | +8.0% | +23.0% |
| 30D | +0.3% | +0.8% | -0.4% | +2.0% |
| 3M | -8.0% | -20.8% | +12.8% | -10.4% |
| 6M | +341.2% | -41.2% | +382.4% | +304.1% |
| YTD | +327.8% | -44.2% | +372.0% | +293.2% |
| 1Y | +364.9% | -54.2% | +419.1% | +315.4% |
| 3Y | +229.2% | -99.1% | +328.4% | +58.6% |
| All | +231.9% | -99.1% | +331.0% | +61.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling