+208.6%
MXL vs NVD
-99.1%
+307.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.5% | -7.5% | -1.5% |
| 7D | +16.6% | +9.0% | +7.6% | +20.1% |
| 30D | +0.5% | -5.5% | +5.9% | +0.2% |
| 3M | -3.6% | -24.6% | +21.0% | -7.4% |
| 6M | +328.0% | -42.1% | +370.1% | +290.2% |
| YTD | +297.8% | -44.3% | +342.2% | +265.3% |
| 1Y | +339.4% | -54.2% | +393.6% | +292.5% |
| 3Y | +201.7% | -99.1% | +300.9% | +46.3% |
| All | +208.6% | -99.1% | +307.7% | +49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling