+225.2%
MXL vs NVT
+731.8%
-506.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.6% | +2.9% | +3.7% |
| 7D | +18.9% | +4.1% | +14.8% | +15.0% |
| 30D | +0.3% | -5.1% | +5.5% | +5.1% |
| 3M | -8.0% | -1.2% | -6.9% | -3.2% |
| 6M | +341.2% | +46.6% | +294.7% | +241.6% |
| YTD | +327.8% | +60.0% | +267.8% | +209.1% |
| 1Y | +364.9% | +70.8% | +294.1% | +218.0% |
| 3Y | +229.2% | +187.5% | +41.7% | +44.6% |
| 5Y | +42.8% | +426.1% | -383.4% | -60.5% |
| All | +225.2% | +731.8% | -506.6% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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