+202.4%
MXL vs NVT
+694.8%
-492.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -1.3% |
| 7D | +16.6% | +2.0% | +14.6% | +14.7% |
| 30D | +0.5% | -7.2% | +7.6% | +7.2% |
| 3M | -3.6% | -0.9% | -2.7% | +1.6% |
| 6M | +328.0% | +42.6% | +285.4% | +239.0% |
| YTD | +297.8% | +52.9% | +244.9% | +198.1% |
| 1Y | +339.4% | +64.5% | +275.0% | +209.8% |
| 3Y | +201.7% | +178.0% | +23.8% | +36.2% |
| 5Y | +32.8% | +402.8% | -370.0% | -61.9% |
| All | +202.4% | +694.8% | -492.4% | -42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling