+73.4%
MXL vs NXT
+181.9%
-108.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +1.1% | +4.9% | +5.8% |
| 7D | +15.5% | +2.9% | +12.6% | +14.8% |
| 30D | -11.3% | -17.2% | +5.9% | -7.6% |
| 3M | -16.1% | -32.0% | +15.9% | -9.0% |
| 6M | +323.0% | -15.8% | +338.8% | +342.0% |
| YTD | +281.5% | -1.9% | +283.4% | +290.3% |
| 1Y | +319.3% | +22.5% | +296.8% | +316.7% |
| 3Y | +189.4% | +100.5% | +88.8% | +163.8% |
| All | +73.4% | +181.9% | -108.5% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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