-1.5%
MXL vs NVT
-4.4%
+2.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.5% | +10.0% | +11.6% |
| 7D | +19.0% | +7.0% | +12.0% | +5.6% |
| 30D | +4.5% | -2.3% | +6.8% | +8.5% |
| 3M | -1.5% | -3.1% | +1.6% | +11.8% |
| All | -1.5% | -4.4% | +2.9% | +11.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling