+1,022.8%
NBIS vs MXL
+430.4%
+592.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.5% | -9.1% | -4.3% |
| 7D | -0.8% | +18.9% | -19.7% | -7.0% |
| 30D | -13.4% | +0.3% | -13.7% | -13.6% |
| 3M | +1.0% | -8.0% | +9.1% | +3.9% |
| 6M | +100.5% | +341.2% | -240.7% | -13.1% |
| YTD | +168.3% | +327.8% | -159.6% | +18.5% |
| 1Y | +151.8% | +364.9% | -213.1% | +2.0% |
| All | +1,022.8% | +430.4% | +592.4% | +318.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 3y: compounded portfolio wealth divided by compounded MXL 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…
3y analysis · Full analysis span regression · 6 months rolling